He said: "To experience the joy of getting the Millennium Stadium is something you want in the world of football.
"History will tell you whether you have won a cup competition that you haven't won for ages and it qualifies you for Europe as well. You just hope it will not prove too much of a burden."
Allardyce added: "I am absolutely knackered and fatigued because of all the mental preparations that need doing before every game.
"You turn round every corner and the next game is right on top of you and if it had not been for the international breaks I would have felt like we had had a whole season already.
"I will change my players around tomorrow to make sure my squad plays to its full potential because it is all about avoiding mental fatigue and physical injuries over this marathon season we have at the moment."