The Kirkcaldy side are the last Scots standing in the competition as they prepare to face Nottingham Panthers in Saturday’s semi-final for a place in the final against either Coventry Blaze or Cardiff Devils.
Although Flyers are rank outsiders at http://sports.williamhill.com/bet/en-gb, Haines says winning it would be all the more sweeter.
He said: “Everyone always gets an underdog label and I suppose it could be us, although Coventry finished below us, but they won the play-offs last year.
“I’d love nothing more than for us to go there as the underdog and picking up the trophy at the end of it. I don’t think there would be anything sweeter.
“There’s still pressure on us and like the other teams, we badly want to win it. Just because we’re here, it doesn’t mean that’s it.
“After how well we played to beat Braehead Clan in last week’s quarter-finals, the bar has definitely been raised and we have our eyes on the prize.”
The four teams will converge on Nottingham for the annual showpiece occasion that brings down the curtain on the top flight ice hockey action for this season.
It’s Fife’s second appearance in three years and after enjoying the experience of it in 2014, Haines insists his team are better prepared this time.
He added: “The boys are excited to be involved again in Nottingham just a couple of years since we last did it.
“Losing that 1-0 game to Belfast in the semi-final was a hard one to take, but this gives us the opportunity to get back there and go for the silverware again.
“I had a great time two years ago and I loved how fans from all the teams in the league are there. It was a great weekend of hockey for everybody.
“It’s a good city to host it in and it’s been an exciting few months as we’ve made progress to get us to this point.
“We had a lot of new guys in the team and battled inconsistency for the first few months, but we’ve come together and our job isn’t done yet.
“But winning it would mean a great deal to the people of Kirkcaldy, especially for a team that’s only been in the Elite League for the last five years or so.”
(Image permission: Steve Gunn)