United prevailed 3-0 in Tuesday's replay against fourth-tier Cambridge at Old Trafford thanks to goals from Juan Mata, Marcos Rojo and James Wilson, setting up a fifth-round trip to third-tier Preston North End.
With rivals such as Manchester City, Chelsea and Tottenham Hotspur having exited the competition at this stage, United are now favourites to end an 11-year wait to lift the world's most famous domestic cup competition.
But Van Gaal admits the visit to Deepdale in two weeks will be testing, especially after Preston's impressive 3-1 replay victory away at cup specialists Sheffield United.
"Every club in the FA Cup wants to win; we also," said Van Gaal.
"We have to beat Preston and that will not be easy
They won away against a cup fighter like Sheffield United, so it will be difficult for us to win in Preston North End.
"I heard from (assistant manager) Ryan (Giggs) they (Sheffield United) are very good cup fighters and Preston beat them 3-1
So Preston is not a piece of cake."
Reflecting on his side's performance against a team who are currently 79 places below United in the English league system, the Dutchman added: "I don't think we played a very good match.
"But it is always difficult against a defensive team
We could have done better, but I am pleased with the result.
"Cambridge have played very well; a very organised team and with the mentality that was superb
The fans were fantastic from Cambridge United
We have done what we had to."
- Money for Money -
He added: "I prefer to play against lower teams because the possibility to survive is higher
The FA Cup is a title and I am living for titles as a coach, but it is always difficult.
"It is even sometimes more difficult to win against a lower team than a big team
That is good, but that is also what football is
It is what we all like, that not always the better team is winning.
"We have a real chance now
Why? We are the highest qualified team in the FA Cup, so people are maybe betting on us
I am not allowed to
I give you a tip."
Cambridge might have taken a sensational lead, with forward Tom Elliott missing a glorious one-on-one opening by hitting a post inside the first minute before Mata and Rojo gave United a two-goal half-time advantage.
Although he failed to get his name on the scoresheet, Belgian international Marouane Fellaini impressed in a role as a striker alongside Robin van Persie, playing a part in the two first-half goals.
"Now with Fellaini, we have always also an attacking player through the air," said Van Gaal.
"We could also score through the air, not only along the floor, and that was our game plan and he has confirmed it again.
"We could have scored more, I think
In the second half we played a bit more forward, I believe
We created more chances
Robin van Persie had four opportunities and could have scored more."
Cambridge could not match the dizzying heights of their first meeting with United, a 0-0 draw at the Abbey Stadium, but the £1 million ($1.5 million, 1.3 million euros) in funds generated by the replay was a huge consolation for losing manager Richard Money.
"It means we can be safe and stable financially," said Money.
"We are not going to have a spending spree in the summer and have one massive effort to be promoted
We need to grow.
"We need a new stadium and a new training ground or new facilities at the training ground
That is what the cup run will do for us."
Source : AFP
Source: AFP