In a nutshell, Sligo are 1-0 down from the home leg and it's most likely that the Ole Gunnar Solskjaer-managed Molde will advance to the third qualifying round and a meeting with Legia Warsaw.
History is very much against Ian Baraclough's side as they try to overturn that 1-0 deficit: Sligo have never won a European tie away from home, they've scored just twice in their last five away games in Europe, an Irish club has never won in Norway, and a League of Ireland team has never advanced in the Champions League after losing the first leg at home.
"The odds are against us, but I genuinely feel we can make some history here tonight," McMillan told The Herald. "We know all about the history, that Irish clubs have never done well in Norway and it's a big task for us to get through. I know it's easy to say but I feel we are as good a side as Molde and we can go through.
"Our manager has re-watched the first leg and he's adamant that the tie is there for us to win. Molde had the better chances in the home leg in terms of goal-scoring opportunities but we had a lot of balls into the box and on another night at least one of them would have gone in," added McMillan.
"I saw St Johnstone beat Rosenborg in Europe last week and I don't think there'd be much in terms of standard between us and the SPL. Reading about that game, St Johnstone got a bit of luck on the night and that's what you need.
"To keep a clean sheet out here we will need them to miss a chance or two, we'll need a good save from Gary Rogers in goal, you do need a bit of luck and maybe we're due a slice of luck away from home.
"I don't think there is a big gulf in class between the two sides. We had more possession in the home leg, they sat back after taking the lead but they did get a bit of luck with the bounce of a ball, and we do have every confidence that we can do something.
"And I think we are better prepared now that we have seen Molde in the flesh. I found that when I played in Europe with St Pats, our manager would show us clips of the opposition before the game and you'd be afraid of them but once you play them and see them in the flesh, you realise they are beatable," added McMillan.
It was an uncharacteristic slip in defence from McMillan which handed Molde's Nigerian forward Daniel Chima Chukwu his goal chance.
"That was disappointing on a personal level," says McMillan, "but this is the standard in Europe, at League of Ireland level I'd have probably got away with the clearance but at Champions League level you get punished and we can't afford to do that again. He was good enough to punish that mistake and finish it. He is a good player, Chukwu, and we'll have to be wary of him tonight."
A European season which had some promise for Irish clubs has brought disappointment so far, with Drogheda United and St Pats losing in the first round of the Europa League while Sligo and Derry City both lost their first-leg ties. Not since 1999 have all Irish sides in Europe exited at the first hurdle but that's a prospect facing our teams this week.
"It would be disappointing for the league if we all lost but we don't feel an extra burden because of that and for the sake of the league tonight, we want to do it for ourselves," added McMillan.
The McMillans have enjoyed their Euro jaunts so far, with three goals in UEFA competition for Evan and his brother David, who joined Sligo from UCD earlier this month.
"Being in Europe is great as a player. If you are at a Championship or League One club in England you will never get to play in Europe, and I know that the European campaign for an Irish club might only be two games, but it's still a great experience, and scoring for Pats in Europe was a big highlight in my career."
For Sligo, the challenge is to outwit an experienced Molde side – they were in the Europa League group stages only last season – and advance.
"Last week was all about making sure we can go to Norway still in the tie, and in the main we restricted them to one or two chances. We can go a little bit more adventurous in the second leg," said manager Baraclough, who has added the fit-again Danny North and Raff Cretaro to his squad.
"They have a bit in reserve as well, they have a fantastic squad to choose from. They came last week with a mindset where they didn't want to give too much away and maybe now the onus is on them to put the tie beyond us. Their fans will expect their team to roll us over, having done the hard work – in their eyes – in Sligo. But we aim to upset them."