Boro make the trip to the Vitality Stadium looking to end a 15-match winless streak which stretches back to mid-December, a run of form which has left them 19th in the table and six points from safety.
Agnew acknowledged that Saturday's match is "massive" for his side, but is confident that they are looking forward to the challenge of pulling off an unlikely escape.
"They have all been big weeks over this period, so of course it is big week and of course it's a massive game. But you have to enjoy it and that's the only way I know, that's what the players and staff know," he told reporters.
"They are all relishing the game on Saturday. You do need wins and that's what we have missed, and that's what we need from now on in. Yes, you need to be hard to beat and continue to be difficult to beat, but equally you need a goal to take the three points we need."
Agnew also reserved special praise for striker Rudy Gestede, who has not been on the winning side in a top-flight fixture in the last 43 attempts.
"We'd love Rudy to score - we'd love any one of the players to score the winning goal for us on Saturday," he added.
"Rudy has been really good from day one, he's a top professional. He works ever so hard every day, he's always asking for extra work on whatever part of his game he needs to improve on. Rudy is fully focused, like the rest of the players."
Boro's next match after this weekend comes against fellow strugglers Sunderland before they take on three of the current top four from their final four games.