Our outstanding full-back and current Player of the Year gave Glenn Hoddle a massive boost on Thursday when, after three months out, he declared himself fit for Old Trafford.
He is now desperate to book a place in the final - because he cannot contemplate the other side of the coin.
Stephen admitted: "It's a massive game and it will be frantic up there - the best atmosphere ever. It's a bigger game than the Worthington Cup Final.
"For the fans as well, I daren't think of losing up there to be honest, in front of all those Arsenal fans. It's a frightening thought so I try not to think about it.
"I can't contemplate losing. It makes you nervous even thinking about losing up there, in front of the supporters, your family. Two years ago was difficult enough just against Newcastle. I can't imagine it so let's hope we don't experience it."
The Irish international underlined the importance of the fixture by adding: "Our season's over if we don't win it, simple as that. We'll just be plodding through to the end of the season.
"They have the Champions' League and they are going for the Champions' League spot in the league.
"But I don't think they will be motivated any less. It's a massive game for them as well and their manager won't let them rest on their laurels. For us, it's the be-all and end-all of our season."
Listen to what Stephen had to say in full by clicking here
Stephen Carr admits he dare not think about losing Sunday's FA Cup semi-final against Arsenal.