The Merseyside outfit have an incredible seven Premiership scalps - Coventry City, West Ham, Middlesbrough, Sunderland, Leeds, Everton and Southampton - in cup competitions in the last two seasons.
Midfield general Steffen is determined that we don't join that list as we travel to Prenton Park for a third round tie.
He said: "We all know it will be a difficult game. We watched a video of Tranmere's win against Blackpool and they looked a solid team, very strong who work hard defensively.
"It is never easy but we are the Premiership team and we are expected to win the game. As always, the pressure will be on us.
"Our attitude has to be right. If we go out there in the right frame of mind and play like we know we can play then we know we have the better team and can win the game.
"But if our attitude is not right and we think it will be an easy game, then that is when we can lose."
Read what Steffen had to say about Germany's World Cup heartbreak at the hands of England at the weekend in his regularly-updated diary of the season by clicking here
Steffen Freund has warned that our attitude has to be spot on against Tranmere Rovers in the Worthington Cup on Tuesday.