Harriers have made it to the first round proper for the first time since 2017/18.
Visitors Grimsby are flying high in the National League, but Penn’s lot have been holding their own in National North and says his side will be on the front foot.
“We’re up against a very good team in the league above, and we respect them for that, but we’re here to win the game,” said Penn.
“That’s what Cup football is all about.
“If we prepare right and play as well as we can, we’re a match for anybody.
“That’s how we’ve got to go into the game, really.
“We had a very good performance against Spennymoor last weekend, winning 4-0, and we’re striving for that on a consistent basis.
“Grimsby are coming to a team in good form, so we’ve got to give them a game. That’s the plan.”
Penn made it to the third round as a player with Harriers – bowing out to Coventry in 2008/09 – and would love to repeat that feat as a manager.
So far this term, they have got past Sporting Khalsa, Ware and Bedfont Sports.
“We’ve had to play three games to get to where we are now,” said Penn.
“You have to put in good, professional performances, which we have done – going up and down the country on 4G pitches.
“The first aim for the club was to get into the first round.
“Now we’ve got that, we want to win this game, and be one game away from a potential ground-breaking day for the club.
“Grimsby will be saying the same, but it’s a tie I believe we can go into and be competitive.
“If we hit the levels I know we can, we’re a game for anybody.”
Lewis Montrose, Geraldo Bajrami and Joe Foulkes remain out for Harriers, but the positive Penn added: “We’re at home and we want to win.
“We’re not going to just sit back and soak it up. We’re here to win.”