Sam looks back at those days fondly, although his side lost both games. Now he wants to get there with his current side.
Allardyce told the PET: "From day one we are only six matches from Wembley which is an incentive in itself. It's also the quickest route to European competition.
"I managed to get to the final once with Bolton and it was one of the most delightful experiences I have ever had. When your at a club like that with limited resources, reaching a final has to be savoured by the players, the manager and the backroom staff.
"Other clubs reach these finals so often they treat it nonchalantly, but in our case we remember a visit for the rest of our lives so it was just a shame we lost the final.
"It was still a fantastic ride though as it was when Bolton reached one of the last FA Cup semi-finals to be played at Wembley. That ended in bitter disappointment though as we lost on penalties.
"But it's those sort of experiences which leave you wanting more which is why this competition is massively important for us.
"We have chosen to make changes to the side in other rounds and things have worked out well. Steven Nzonzi burst onto the scene in an earlier round, but we might be forced into a few changes tonight.
"Whatever 11 I put out tonight will include plenty of quality and experience.
"We will have a couple of younger lads out there, but it's a game we want to win badly, especially in front of our own supporters and if tonight's team play as well as the one in the last round at Nottingham Forest we shouldn't have a problem."