That turn of phrase is sometimes used in relation to lower-league sides facing Premier League opposition in knockout competitions.
The fact that we're playing our home games at the national stadium this season also adds an element of glamour, but Heckingbottom, whose side are 20th in the Championship with seven points from as many games, insists he'll be approaching the tie like any normal away game.
“A final is a final and you have to win and it is a different feeling and that is the big difference," he told the Yorkshire Post.
“Wembley is special, but for it to be (truly) special it has to be a final or an FA Cup semi (final) or something like that.
“The side is brand new and there are only Nick (Townsend), Adam (Hammill) and Adam (Davies) who have been there before.
"It is totally different now and an away game we will try and enjoy and one we are looking forward to."