St Johnstone are looking for improvement on last term's 3-1 aggregate defeat by Eskisehirspor when they travel to Norway for the first leg of the second qualifying round.
Millar told Saints TV: "When we went to Turkey we gave them too much respect and we sat in too much.
"Obviously you have got to respect they are a very good side and they'll be looking to score.
"But there will be chances to catch them on the counter-attack.
"I think we have got to strike the balance between not being over-cautious but not being over-cavalier and leaving ourselves exposed."
Tommy Wright's side warmed up for the contest with a 1-0 friendly win at Morton but Millar is looking to dust off more cobwebs in the coming days.
"I think there's still a bit of rust there to be honest," the 30-year-old said. "A few times we were a bit sloppy in possession and gave it away cheap. But when we passed it we passed it well.
"Hopefully we can iron out those last few bits in time for Thursday and give a good account of ourselves."