The Sheffield United chief feels a "sorry" would draw a line under the matter as his club prepare to host Preston tomorrow with a Wembley play-off at stake.
McCabe, not content with the £25million compensation from West Ham who stayed up in 2007 with the help of striker Carlos Tevez, said: "We were relegated and shouldn't have been."
United drew their away leg against the Lilywhites 1-1 on Friday night and Blades skipper Chris Morgan added: "The chairman and board fought tooth and nail against West Ham.
"But we're not leaving it just to them. We want to prove we belong at the very top."
If United get past Preston, boss Kevin Blackwell will head into his FIFTH play-off final at Wembley, where he has a 100 per cent record.
He reflected: "The first four are way out in front as the best so far.
"I went to Wembley on each of those occasions as Neil Warnock's No 2 - twice with Notts County, then once each with Plymouth and Huddersfield - and we won the lot. I don't want to dwell on the last two.
"With Sheffield United I Iost 3-0 to Wolves in 2003, and then as Leeds boss three years later I watched Watford beat us by the same score.
"Those two defeats were at Cardiff's Millennium Stadium so I am looking forward to getting the chance of going back to Wembley!
"The Premier League is the only place to be. I had a taste of it at Leeds and I want to repeat it."
Preston boss Alan Irvine admits he is preparing for the lottery of a penalty shoot-out which he dreads.
He said: "If we don't lose the game then we will go to penalties. That's a lottery so we'll try to avoid it.
"Penalties depend on how the game has gone. If you're the better team then you dread it because of fate."
VETERAN Andy Morrell is urging Bury to be brave to book a Wembley place.
And striker Morrell, 34, has warned against the Shakers sitting back on their 1-0 lead from the first leg.
He said: "We have to be positive. You have to think you can become the local legend by scoring the goal or making the save or the tackle that gets you through to Wembley."
ROCHDALE skipper Gary Jones insists last season's play-off final loss gives his side the edge.
Jones was left in tears as Dale were beaten 3-2 by Stockport in the Wembley finale.
And his side face an uphill battle after Thursday's goalless semi-final first leg.
Jones said: "Losing last season was heartbreaking and that is driving us on this time.''
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