Head coach Russell Martin says he knew there would be "pain" after taking charge at Swansea City as he tries to make his mark at the Championship club.
Swansea have won only one of their first six league games under Martin and are yet to triumph at home in the second tier.
The Swans were beaten in the play-off final last season, but Martin is unconcerned by a slow start.
"The coaching staff have lived this before," he said.
"We know the pain you have to sometimes go through to get to where we want to get to.
"I lost the first four games at MK Dons. When I took over we were in a relegation fight, we'd had a really poor start. We hadn't won in 10 games, hadn't scored in nine.
"But I didn't want to go in there and just fight. From day one it was about building. I was asked to bring an identity to that team and stay up. We did both and we built on it last year."
Swansea's solitary league win since Martin was appointed in early August came at Bristol City.
They dominated against Hull City last weekend but had to settle for a goalless draw which leaves them with two points from three home Championship games - and only one place above the bottom three - ahead of Wednesday's visit of Millwall.
"We had more passes in the final third than anyone in the league [last weekend]," Martin said. "We are getting there a lot, it's then unlocking the door.
"Now the next bit is taking more risk - being open to risk the ball in the final third, not worrying about losing it.
"When you're playing in a team that's trying to dominate the ball you don't want to be the guy that gives the ball away. There's a responsibility to try to protect it and look after it.
"But there's a time where the rhythm of the game needs to change, the game needs to change and someone needs to take a risk. That will come. I've lived this before."
Martin says Swansea have no fresh injury concerns ahead of Millwall. Midfielders Korey Smith and Liam Walsh remain out, although both are close to being available having returned to training.
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