The Toon go to United tomorrow with both teams fighting for a Euro place.
Burn told Chronicle Live: "It's massive. They don't see us as rivals as much as we see them as rivals.
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"As a kid I always disliked Man United. I would love nothing better to go there and get the result we need.
"It's still in our hands, like I've said, we are just proud that we have managed to get ourselves in that position. Especially with all the stuff we have had to deal with.
"I don't think we have anything to fear. To put ourselves in this position after the season we've had, I am really proud of the lads.
"We're going there (Old Trafford) full of confidence. We have been there and managed to beat them this season in the Carabao Cup already. There's everything to play for now."