Richard Dunne has urged QPR to seize their second chance when they face Wigan for a place at Wembley on Monday night.
Big-spending Rangers were the favourites to win the Sky Bet Championship title this season but they faltered after a bright start and had to settle for the lottery of the play-offs.
Both they and Wigan are seeking an immediate return to the Barclays Premier League and the semi-final is delicately poised after a forgettable goalless draw at the DW Stadium on Friday.
"We wanted to win the league to start with, then we wanted to try to get that second place," said defender Dunne.
"As the season's gone on we've been lucky I suppose that we've had a second chance but come Monday there are no second chances, it's all or nothing.
"Whatever pressure is on us, it's important we rise to it and don't be afraid of it. It's good to have a bit of pressure and excitement about how big the game is.
"Wigan have had games in Europe, FA Cup finals and semi-finals over the last couple of years so I don't think our experience outweighs theirs by much, if at all.
"We've all played in big games but Monday will be as big as any."
The prize at stake was all too obvious on Friday as the two sides cancelled each other out in a game of very few chances.
Wigan had more of the ball and the better of the openings but failed to exert any sustained pressure on Robert Green's goal.
The Latics' record at Loftus Road is not good and their most recent trip, a 1-0 defeat in March, is fresh in the memory.
But Dunne has no doubt they will be a big threat, and said: "It's just important on Monday night that we don't go into it thinking we've done the hard part.
"We have to put in the same work-rate and try to work on a few things going forward.
"We played them not so long ago at home and we beat them 1-0 but they had plenty of chances and plenty of the ball, especially in the second half. There's no way we'll underestimate them.
"We're happy in a sense that we've given ourselves a chance. We didn't want to go there and have a wide open game and then it was all over for us on the first night.
"They're as good a side as any in the league and we know, if we slip up, they'll punish us."
A major concern for Wigan boss Uwe Rosler will be their lack of goals, with the Latics having failed to score in three of their last five games.
Marc-Antoine Fortune was the lone striker on Friday while leading scorer Nick Powell was not even on the bench.
The on-loan Manchester United man, who has netted 12 times this season, has not started a game in more than a month.
Powell had been struggling with illness but was available on Friday.
Rosler said: "I selected a squad on merit, also for tactical reasons, and I selected the players who have been performing best in games and in training, who are mentally and physically in the best form for this moment in the season."