Rovers are just two games away from reaching a major final at Wembley, all they have to do is beat Aston Villa over two legs in the Carling Cup.
But the Midlanders hold a psychological advantage over Rovers after knocking them out of the FA Cup this weekend when they ran out 3-1 winners at Villa Park.
Dunn says that they have a great chance in the Carling Cup of overcoming Villa as they will be back to full strength.
Dunn has also revealed that he would like to win another medal for his Grandad.
"He's been the biggest influence on my career," he told the Daily Star.
"He took me everywhere when I was younger and hardly misses a match now.
"He couldn't get down because of the snow, but he'll be there on Tuesday and hopefully for the second leg too.
"He's got my medal from when we won the League Cup in 2002. He gets everything actually. He takes it off me as soon as I get it on!
"If we get another penalty on Tuesday I'll have no worries about taking it. Everybody misses them at some time.
"The Carling Cup's a massive opportunity for us now. The biggest thing is that it is a way into Europe, and for a club like ours it would be a great achievement if we can get to the final and get into Europe.
"We need to set ourselves up with a good result in the first leg. We've beaten Villa 2-1 at home already this season - funnily enough I scored a penalty then."