A dismal campaign will limp into its penultimate match tomorrow night, with the squad having flown in to the Macedonian capital yesterday afternoon.
Scotland face the very real prospect of finishing bottom of Group A, given that their last game in the campaign is at home to Croatia next month. They are currently a point behind Wales and two points behind Macedonia, who have a game in hand.
Macedonia beat Wales in a tousy battle on Friday night and McGhee warned the Scotland players they will have to be uncompromising and prepared to annoy the home team if they are to snatch only a second win from nine qualifying ties.
"We are not coming here to make friends," said Gordon Strachan's assistant. "We are here to fall out with people. I don't really care if Macedonia come away and say 'you know what, what a nasty bunch they were' if we come away with a result. It's all about winning games and you can't be friends with the guy ill-treating you. You have to get right in about them. They had a great result against Wales, they are up for it and they will be physical."
Jordan Rhodes left the squad yesterday because of a hand injury which had to be put in a plaster cast, while Charlie Adam returned to Stoke City after suffering a back spasm in training on Saturday. Robert Snodgrass is suspended.
Scotland are trying to hang on to a fragile sense of progress and momentum built over the past three games, in which Croatia were beaten in Zagreb before the defeats by England and Belgium.
Wins and draws count towards the national team's Uefa coefficient, although Scotland seem certain to be in pot 4 for the Euro 2016 draw next year, the same seeding they had for this World Cup campaign. "We've looked at all the implications and they are all psychological," said McGhee. "Our coefficient wouldn't be affected by us finishing bottom. But I think that going there and getting a positive result would help qualify the fact that we feel the last three games have represented a consistent model, even though one result was great and two were poor in terms of the final result.
"I think we've established a way of playing both defensively and going forward. The football we play looks the same in each game and that should bring decent results in the end. This is a game where we would hope we would start to see that. This is back to our own level and we would hope to measure ourselves against this level of opposition more than any of the last three rivals.
"Ultimately, we will only prove ourselves as a team and a management team if we qualify for the next tournament.
"I think as a nation our embarrassment would be tempered if we got a result in Macedonia and we can all see that the progress is proven. We could then take it on the chin and move on to the next competition.
"We don't have a right not to finish bottom of a group, we have to earn that. Macedonia, Serbia, and ourselves are much of a muchness and we are all scrapping for every point. To inish above bottom would be
an achievement in itself taking
that into account."
Scotland have some concerns about the poor quality of the pitch in the Philip II Arena but the weather is less of a problem. When Scotland played in Skopje four years ago extreme heat affected their performance as George Burley's team lost 1-0,
but that game was played in mid-afternoon and this one will begin at 8.30pm local time, when the temperature will be several degrees lower.