Fifteen blokes or 107 years of history? If they dwell on the latter, they are beaten already. If they focus on the former they are in with a chance.
The bookies all say it's a slim one. Last time I looked, Scotland were being quoted at 28/1, which is an interesting figure as 28 is precisely the number of Tests they have played against the All Blacks without clocking up a single win. But again, the number to bear in mind is 15.
The All Blacks come to these shores so often these days that some of their mystique has inevitably been lost. What remains, though, is a very good rugby team, comfortably the best in the world. If the Scots are to end their long winless streak today then every one of them will have to play at their best, and their collective strategy will have to be spot on.
What should that be? Well, for a start, they have to stay in the game. All too often, Scotland have allowed New Zealand to get well ahead early in the match and then shipped even more points as they tried to play catch-up. If they can keep things close on the scoreboard for the first hour, then their confidence will grow and doubts will begin to take shape in the All Blacks' minds.
Specifically, they have to disrupt the New Zealand platform. With Richie Gray and Jim Hamilton in the pack, there is no lack of bulk in the Scottish scrum; the main question is how well the Scottish front row can deal with their tasks. I also like the look of the Scottish back row, where Al Strokosch and Kelly Brown have been in outstanding form and Ross Rennie has an almost Kiwi-esque gift for making a confounded nuisance of himself.
If they can put pressure on the forwards then they will make life uncomfortable for Piri Weepu and Dan Carter, the hugely experienced New Zealand half-backs. They have to be targets, and that takes disciplined, co-ordinated defence. Matt Taylor, Scotland's new defence coach, has done well at Glasgow, and he needs to get some of that speed and efficiency into the way the national side operate as well.
There's no doubt that New Zealand are fallible. Like every other side, they make mistakes and they can be knocked out of their stride, as they were when they drew with Australia in Brisbane in their last match. But they are also matchless at forcing errors out of their opponents, and no team have ever capitalised on such opportunities as well as they have. That was the pattern when they destroyed Scotland 49-3 at Murrayfield two years ago, and Andy Robinson will have drilled it into his players not to let that happen again.
So no silly mistakes by Scotland. And no rushes of blood when chances arise. Overall, they will have to play solid, sensible rugby, accept they will be under pressure at times, and stay focused on the tasks in hand rather than be distracted by the bigger picture.
It is also critical that they kick well, as any aimless hoofs will be meat and drink to the All Blacks back three of Cory Jane, Julian Savea and Israel Dagg, who could probably be rated the most potent counter-attacking strike force that rugby has seen.
That said, I was surprised to see Conrad Smith and Ma'a Nonu – arguably the greatest midfield partnership ever seen – have both been rested. Scotland must look to exploit the relative inexperience of Tamati Ellison and Ben Smith in the centre, although such players do have an annoying habit of slotting in seamlessly with the All Blacks.
On a technical level, Scotland may have to commit more bodies to the breakdown, as turnover ball can be so expensive. That might leave them exposed in other areas, but they will have to have confidence in their own game and their ability to look after possession.
You cannot underestimate the value of self-belief. In 1990, with a freshly minted Grand Slam to our names, we had it in buckets when we went to New Zealand for one of the last of the old-style tours. In the second Test, in Auckland, we came agonisingly close to beating the All Blacks, being edged out 21-18 by a couple of appalling penalty decisions and the brilliance of Grant Fox's goal-kicking.
That day, we felt we were playing against the men of New Zealand, not the myths. And that is the outlook Scotland must have today.