Milner said in the Yorkshire Evening Post: "A place in the fourth round would be a nice birthday present. It would certainly make the celebrations a bit better afterwards!
"It is a big game, they don't come much bigger than this and I hope we can pull a result out. If we can get something we'll be looking to move on and get a good run going.
"The league is important, but an FA Cup run could do us some good. A result against Arsenal could turn our season around.
"They have some great players. You look at Henry's pace and finishing and the likes of Bergkamp and Vieira.
"But we've got some good players as well and if we concentrate on our own game, hopefully we can keep them quiet and get a result.
"We've got to dig in and take heart from our performances over the past few weeks. Hopefully they'll be a bit intimidated by the crowd and maybe we will sneak the win."