Sunday's game at the Den will see either Millwall or Rovers make an appearance in a semi final clash, meaning there will be a side that is not in the top flight at Wembley once again.
The tie will provide a welcome break from league matters for Rovers who have not been doing so well of late in the Championship.
But it's worth remembering that any team can win in an FA Cup tie as they proved in the last round when they knocked out Arsenal at the Emirates Stadium.
And Dann is hoping Rovers can give the fans travelling back to London something else to celebrate in the Capital.
"You don't want to count your chickens," Dann told reporters. "If you look at the teams still in the competition, you'd be wrong to think it's going to be easy getting to the next round, never mind the final, then winning it.
"A lot of people will say we've got one of the more fortunate ties this round and they're probably right. We won't have a better chance in God knows how long to get to the semi-finals.
"But Millwall will be thinking exactly the same. They would rather play us than United, City, Chelsea, Everton or Wigan."
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