Preston, of League One, held Forest to a goalless draw in the initial tie to earn a replay tonight, and Grayson expects another strong showing from his players.
"It is not just another game for us, we want to win this game, but we are still the underdogs," he told the club's website. "We need to be hard to beat, but we will create chances even against a top Championship team.
"It was a good game down there and they were very complimentary of how we played and rightly so, because we put in a professional performance."
Preston have already knocked out Championship opposition in Ipswich Town to reach the last 32.