They have spent the last week training and relaxing in Marbella as preparation for tomorrow's game and believe all the pressure is on Arsenal.
South African Lekgetho said: "It is the last game and they really need to get through to the next stage for lots of reasons.
"If we can score first it will unsettle them and cause them problems with the crowd. Playing in front of their fans means the people at Highbury will want more from them.
"There will not be any pressure on us but we will not be playing for a draw. We want to win convincingly. If they take us for granted they will pay.
"We drew with them in Moscow but we should have won because Arsenal did not play so well and we could have punished them.
"That was one of the easiest games we have had in the Champions League this season. I saw the highlights of their game in Milan but I don't think the Italians are doing that well at the moment anyway.
"We have to respect Arsenal but not fear them. It could be difficult but we are prepared to fight until the last minute."
Lokomotiv full-back Vadim Evseev, at the centre of an elbowing row with Ryan Giggs during Russia's Euro 2004 play-off win over Wales, is likely to feature.
Meanwhile, the FA Cup third-round clash between Leeds and Arsenal at Highbury will be shown live on Sky Sports on Sunday 4 January at 4.05pm.