Bay of Plenty are coming off a 29-7 loss to Premiership side Taranaki, in which they had long periods of possession in dangerous areas but could not capitalise.
"It can be both a positive and a frustration - we can't keep reviewing our performances and saying 'Hey look, we were in the game for a long period of time and created lots of opportunities'. At the end of the day, we need to convert those and that's what we've struggled to do and why we're currently where we are at.
"If we can get it right we have the ability to be right up there."
McMillan said tomorrow's game against Southland and this Sunday's game against Counties Manukau in Tauranga could play a big role in how the team goes for the rest of the season.
"We're at home, you always target your home games as games you really want to win, for obvious reasons. This game [against Southland] is a real fork in the season for both teams and I think we can certainly set up the remaining three or four weeks well.
"We're going into the game in relatively good nick. Rightly or wrongly we gave a few guys opportunities and rested some who have played big minutes for us last week. We certainly won't be entering the game with any excuses around preparation and people not being rested," he said.
Steamers captain Keepa Mewett said the side had "a few things to tidy up".
"A bit of set-piece work, but also just our detail around what we're trying to do on attack. That's what lacked against Taranaki - a bit of clarity around what we're trying to do. If we get everyone on the same page I think we'll give it a good nudge.
"Execution and accuracy have been a little bit of an issue in a few games this year. We're happy with the territory game we're playing - we need to maintain that and it's a bit of finishing we have to touch up on," Mewett said.
He said he was not worried about the short turnaround between games this week and the side was prepared.
"It's not as bad as people might think - everyone gets a few knocks in a short turnaround but we're all here to play football, we understand that and the energy levels are still high.
"We all train as a squad so the combinations are not an issue [when the squad is rotated]. We all understand our specific roles, individually, and we have a strong squad. Whoever slots in can do the job."
Tomorrow's game at Rotorua International Stadium kicks off at 7.35pm.