"We knew the challenge Millwall would present to us and what we'd have to face," said Mellon. "We stressed to the lads all week that they had to do well.
"We've got a strong dressing room and a good Manager who will keep us on track. We'll take every game as it comes and try and get as many points out of each game as we can.
"We have a lot of experience of these types of games from last year. We know what's required and we're going to have to roll our sleeves up at times."
Jim O'Brien scored the only goal of the game in the fourth minute to secure the victory, but Martin Cranie and Peter Ramage did well to help their side keep a clean sheet.
"They were outstanding and deserve to be singled out for praise but there were a lot of performances," added Mellon of the central defenders. "It would be unfair to not mention anybody.
"There were a lot of big performances from a lot of the players.
"It's always good to win games of football, it's what you work hard for all week.