Ryan Finnerty’s men are 5-2 down going into Wednesday’s reverse fixture as the last eight clash moves to Planet Ice in Altrincham where the winner over the two legs will progress to the semi final.
And Sullivan says Sunday’s 3-2 win at Nottingham Panthers has restored their belief they can do something as they aim to end Sheffield’s interest in the competition.
“The first goal is huge in this game and it’s something we’ve spoken about this week,” Sullivan said. “If they get it, they go up four goals and they have that cushion, but if we get it, we’re only down by two and there’s plenty to play for and it’s anyone’s game.
“We reached the quarter final by going the long way, playing that ninth game, but the Coventry game is the perfect example of what this team is about.
“We had a challenge put before us and we went in and played the game we needed to get the win. I have confidence in our team and I believe in us. Hopefully we can do something about it.”
“We went to Nottingham and they’re a team who play well on the big ice. They use it well and have been going well, including beating Cardiff on Saturday.
“We basically challenged ourselves after losing to Coventry on Saturday to put in a full shift and we worked hard enough to pull off a win and it’s given us the confidence to show us we have a chance if we do the little things right.”
Interestingly, it’s a fixture that has been won by the home team in each of the last 12 occasions, with Storm coming out on top in their own rink in the three meetings so far this season.
Sullivan says previous results could have a bearing, but prefers to look at the present more, knowing the capabilities of the two sides and is champing at the bit for the game.
He added: “Our rink is small and quicker than a lot of the bigger surfaces so we’re looking forward to the challenge. We don’t back down and we’re relishing it.
“The fact we’ve beaten them in our two previous Challenge Cup ties can and can’t have a bearing on this one. Both teams have changed their styles since then and I feel we’re better.
“Steelers are as well of course, considering they’re top of the league, but you can’t look at previous results. They’ve got the kind of players, who, if they turn up, they can have a brilliant night.
“We need to respect their skill level, but I think if we can harder than them and go into the gritty areas, we definitely have a chance.”