ROVERS manager Graeme Souness tonight told his players to prove their mental strength as they enter the final three months of the season still competing on three fronts.

Rovers squeaked into the fifth round of the FA Cup thanks to Andy Cole's 86th-minute strike and a world-class save from goalkeeper Brad Friedel at Millwall today.

The 1-0 success left the Ewood Park faithful dreaming of success in both cups this season, with a Worthington Cup final date with Tottenham to come next month.

However, the Lancastrians also face a battle to avoid being dragged into the relegation dog-fight at the foot of the Barclaycard Premiership table.

Souness has now demanded his men adopt the right mental approach as Rovers' campaign hots up.

"I think you can handle playing twice as week if you look after yourself," he said. "Handling playing Saturday, Wednesday, Saturday is a psychological thing.

"The Worthington Cup final will take care of itself, we'll see who we get in the next round of the FA Cup and we've got Arsenal in the league on Wednesday."

Former Manchester United striker Cole secured that last 16 FA Cup date by heading home an 86th-minute Alan Mahon cross for the winner today - after Friedel had kept the scoreline blank by spectacularly clawing a looping Darren Ward header off his goalline just before the interval.

Rovers rode out sustained Millwall pressure in the second half - which included Neil Harris wasting a close-range chance - for Cole to hit the late clincher.

Souness added: "We knew weren't going to come here and get an easy game. They weren't going to lie down and I think it was quite an enjoyable game. It was a good cup tie and could have gone either way.

"We got the ball down, passed it quite well and had the better chances and most of the ball - so we deserved to win. We made them chase the ball - and that does have an affect on the opposition.

"If you don't pay attention to Andy Cole for all 92 minutes, he will punish you. He was just waiting for his chance - and it came. He's got four goals for us so far and has done well."

Lions boss Mark McGhee said today's defeat proved his team still have much to do to achieve top-flight quality after a great 18 months in which they have claimed the Division Two title and raced into third place in Division One.

"We're a good First Division team, and on our day we can beat any First Division team," the manager said. "But we have a way to go before we think we can win games regularly against Premiership teams.

"If we play Blackburn for the next 10 weeks, they'd win eight and we'd win a couple. My players learnt something today, whereas if we'd have been given a good hiding, it would have affected the players.

"You can always play better, but we were playing at the top of our concentration and commitment - and still lost 1-0.

"Blackburn are only six or seven places off the bottom of the Premiership, so today was a good lesson for our lads in how far they've got to go."

McGhee was left to rue Ward's luck after Friedel's wonder-save - while the boss also acclaimed the finishing ability of £8million forward Cole.

"I hoped Ward's header was going in," he added. "It was a good opportunity and it didn't drop to anyone either. I thought at half-time that one goal would decide it.

"Then Blackburn's winger (Mahon) and got a terrific cross in. Good strikers like Cole need just one chance."