The SPL side will be looking to improve on last season's 3-1 aggregate defeat by Turkish outfit Eskisehirspor when they travel to Norway for the first leg of the second qualifying round.
Millar said: "When we went to Turkey we gave them too much respect and we sat in too much.
"Obviously you have got to respect they are a very good side and they'll be looking to score.
"But there will be chances to catch them on the counter-attack.
"I think we have got to strike the balance between not being over-cautious but not being over-cavalier and leaving ourselves exposed."