Boss praises squad togethernessManager Ian Holloway remains confident that his side will beat the drop after watching them draw 0-0 with London rivals Charlton at The Den.
The Lions had the better chances in a nervy affair but were unable to break down a stubborn Addicks rearguard and Ollie says he will be working on his side's set-piece play ahead of the trip to Leeds United next weekend.
"We have got to lock things down better," he said. "If they win the ball then we need to pick it up and go again; keep up the pressure on their goal. We will be doing days and days on it because we're just not scoring from set-pieces, and they make up a large percentage of goals scored.
"We got a clean sheet, though, and were never threatened at the back. I'm pleased with that. Defensively we have improved a lot and our confidence at the back is there. It's just not going for us in front of goal at the moment.
"There's a great bond in the squad and they are trying their hearts out for Millwall. The fans recognised that and stayed with them. We just need more luck at times.
"Nobody wants to be where we are. We wanted six points out of this week and we've got four, which is disappointing. But this was always going to be a challenge and I'm loving it. I can't tell you how much the support from the fans means. I am desperate for us to succeed."
Ollie handed a full debut to 17-year-old academy product Fred Onyedinma, and brought new signing Stefan Maierhofer off the bench early in the second-half.
"Young Fred had a great game," the manager said. "He was terrific, he really was. The problem was we probably didn't give him the ball enough because he has loads of tricks in his locker. I was desperate for him to score the header in the first-half but it just went the wrong side of the post. I'm not afraid to select any of the younger ones because their hunger is terrific.
"Big Stefan will make a difference for us. In the last couple of weeks we've gone 1-0 down in two games and the other team have sat back and we couldn't break them down. With Stefan up there teams won't be able to drop off. We'll be more difficult to defend against."