The 31-year-old – who won the World Cup and Euro titles with France – had tasted final defeat with Arsenal when they lost 2-1 to ironically Barcelona in 2006.
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“Messi is a great player. I might stop him 10 times, but if on the 11th he goes past me and scores, people will say I have played badly against him,” said the French international.
“I need to concentrate for all the game and win every challenge. Last year the boss told me I could win the game for United. I was very proud about that.
“The boss (Ferguson) trusts you but he likes to say things that will give you confidence. I don’t want to disappoint him or my team-mates.”