Not so much the football, although the Seagulls were probably underdogs that day too.
Twenty-two years ago yesterday, Mark McGhee’s men beat Bristol City 1-0 at what was then the Millenium Stadium to secure promotion from the third tier.
Where that day was also a huge triumph was in showing how much they needed a new stadium.
It was a big statement about the potential of the club as more than 30,000 cheered them on in Cardiff.
Albion's women might win at Wembley today but the other side of their Adobe WFA Cup final is a chance to make a point off the pitch.
Okay, it’s slightly different. The women’s team are looking to build a fanbase rather than, with the men's team, rebuild support which was eroded over a period of 20 years or more.
It is maybe a bit more about showing their potential to themselves and winning over local support than making a point to the nation and the Government.
And this time it is probably about reinforcing rather than changing opinions among those who make planning decisions.
But Albion’s trip to Wembley is more than a game. It is the sort of occasion which can build memories, support, allegiance to match the ambition shown by stadium plans.
The new home for the women’s team feels a long way away but not as far away as 'Falmer Stadium' did on May 30, 2004.
They need to build a following which can fill, or almost fill, their 10,000 capacity stadium week after week and today's game is a great chance to win over a few hearts.
And it's not just about 2030. There will be up to six home games at the Amex next season.
A brilliant day at Wembley and moments to cherish will help build that support and allegiance.
In terms of making more people go to games. Or, even better, to make them dread missing matches.
In terms of what we will see on the field, Albion will be underdogs for pretty much everyone except Dario Vidosic.
The cup itself has been dominated by the big four – Manchester City and United, Chelsea and Arsenal – since 2012.
Albion need to play the brave style they believe in and allow the occasion to lift rather than inhibit them.
They might need City to be below their best or to have a bit luck, both of which can happen.
Above all, whatever the outcome, they need to do themselves justice. Show what they can do and what they are about to a bigger, wider audience.