The two-legged semi-final showdown between Sydney and Newcastle is delicately poised after they fought out a 1-1 draw at Allianz Stadium on Saturday night.
Sky Blues striker Apostolos Stamatelopoulos opened the scoring in the 50th minute before Eli Adams equalised eight minutes later for Newcastle.
The Jets will start as warm favourites in the return leg at their home fortress of McDonald Jones Stadium next Saturday night.
Newcastle have the chance to complete the domestic treble this season, having already secured the Premiers Plate and the Australia Cup titles for the first time in the club's history.
If the Jets get the job done against Sydney on Saturday, the domestic treble will be within touching distance.
"These boys have been fortunate to create a lot of special moments this year, but that chapter's closed now," Milligan said.
"We have a chance to go and rewrite the history books, and that comes down to how hard we want to work this week and how much desire we have. It's in our hands."
A win over Sydney on Saturday will thrust the Jets into the grand final, where they would take on either Adelaide or Auckland.
That semi-final series is also on a knife's edge after Adelaide and Auckland fought out a 1-1 draw in Auckland on Saturday.
Sydney were denied a late penalty shout against Newcastle, but coach Patrick Kisnorbo, who only replaced Ufuk Talay six games ago, was happy with the performance.
"It was probably our best performance since I've been here," Kisnorbo said.
"I'm very proud of the players."
Star Sydney winger Joe Lolley made an impressive cameo off the bench after being introduced in the 76th minute.
It marked the 33-year-old's first minutes since undergoing ankle surgery on a syndesmosis injury in early March, and Kisnorbo wasn't making any promises about potentially starting the former Nottingham Forest star in the second leg.
"I don't know. We'll have to see how he goes from tonight," Kisnorbo said.
"This was his first match for a long time, so we'll see how he recovers.
"He's been working hard to get fit as quick as possible ... so I'm pleased that he got some minutes under his belt."
