The Sunderland man who signed a season long-loan in July has featured in both of United's league games and is under no illusions how the test of Bloomfield Road will be on Saturday.
He said: "We must make sure that we start getting points on the road because although Bramall Lane is regarded as a bit of a fortress, away wins are essential for successful teams.
"This one won't be easy in any way because, without being disrespectful, Bloomfield Road is not a nice place for a visiting player - the stadium is only half completed and the fans are right on top of you.
"We are on bit of a high and I definitely believe that we have the players to go anywhere and look to win the game, whichever way it is played. We won't sit on our laurels and invite pressure, we will attack whenever we can, although we are capable of defending well when we have to."
The Blades undoubtedly have strength in depth as Halford explains: "Looking at what we have and where the goals could come from, we have top quality strikers, midfielders who can find the net, and the likes of Killa and Morgs can chip in from time to time so we shouldn't be found wanting in that department.
"We don't want a win one, lose one situation going on all the time because that gets you nowhere, we want to build a winning streak. That's why this game is as important as any other and we must all give 100% towards taking Blackpool on and winning it."