The road to the 2014 World Cup has been another tough one for the Scots, with their hopes of reaching Brazil having all but ended.
Gordon Strachan has replaced Craig Levein at the helm, but a 2-1 defeat by Wales on Friday in his first competitive fixture as national coach has left Scotland rooted to the foot of Group A.
They will get another opportunity to get things right against Serbia on Tuesday, and Wigan midfielder McArthur concedes that only a positive result will do in Novi Sad.
He said: "We need to start winning games. You can look at tables, but the bottom line is that we need to take it one game at a time and we need to go and beat the Serbs.
"I believe we have the quality to do that. When you look at our squad there are plenty of players who are playing in the Premier League or in the Champions League with Celtic.
"We know it will be tough and there will be a hostile atmosphere.
"They're a good side and they created problems for us when we drew 0-0 with them here. They have good players, but so do we and we need to do better.
"Everyone was gutted after losing (to Wales) but we need to get that winning mentality. A big result in a competitive match would help and that's why we're going for three points in Serbia. We want to build some momentum."