''In terms of history it would be very special, but there's a big day with a lot of cricket ahead so a lot of hard work to be done.''
Given the choice - England must win the match to square the series - McMillan would clearly rather be in New Zealand's position.
Their outstanding win in the first test at Eden Park enabled them to take pole position.
The second test has been a battle at times, in which England have had the whip hand - notably when New Zealand were 36 for five on the second day chasing 307 - New Zealand now have a terrific chance to shut the door on England.
''I'm very confident in our position,'' McMillan said.
''We've got a tough day ahead, make no bones about that. England are a top side, have quality bowlers and they're going to challenge us right through the day.''
Here's two scenarios: New Zealand push hard for the win, but have a fallback position if things go wrong early on; or they start by ensuring they don't lose what they've got - that is the draw.
McMillan doesn't think either situation applies today. ''You talk to the guys and say you look to bat as long as you can and stick to your game plan. Further down the track who knows where things might end up.
''But you saw how hard (openers) Jeet Raval and Tom Latham had to work to get through (yesterday afternoon). There's still something there for the bowlers.''
Raval and Latham were put under pressure by England's world class new ball pair James Anderson and Stuart Broad. They got through, at times by the skin of their teeth.
The Hagley Oval pitch is one significant point to consider. While giving the spinner Jack Leach some help late in the day yesterday shortly before poor light kicked in, it won't break up.
Over the last five years, of all test-playing countries, matches in New Zealand have the highest average of runs per wicket in the fourth innings. That should be music to New Zealand's ears.
It means all they have to counter are the two highest-wicket taking bowlers in England's history - Anderson (530) is the fifth highest wicket taker of all; Broad (408) is 14th - who are both in strong form.
''There's definitely enough in the pitch for us to take the wickets,'' England keeper Jonny Bairstow said last night.