The Irish side head to Scotstoun as underdogs for the URC last-eight clash, but arrive in strong form after an impressive finish to the season.
Glasgow know they must handle the pressure of being favourites far better than they did in the shock defeat to Toulon earlier this season. Head coach Franco Smith admitted the Warriors failed to cope with the occasion against the French side, and McKay is determined to ensure they respond.
Asked whether the Toulon loss provides extra motivation, McKay told Scotland Rugby News: "Absolutely. You know, we always want to defend our home, we love playing at Scotstoun, we love playing at home, so yeah, obviously, that hurt. We've dealt with that, we've definitely moved on, back to playing how we want to play, so yeah, I think the biggest thing is that we just look in for internal motivation, you know, and not sort of focus on other things, because that could trip us up.
"But yeah, we definitely know that it's an important couple of weeks coming up, but you know, as I said before, you can't look any further than just one game, otherwise you could potentially be undoing a lot of good that we've put in this whole season.
"I think you play all season to try and put yourself in the best position as possible in the URC, essentially these last three games, so yeah, there's a good buzz around the building, everybody knows that it's do or die rugby, you know what I mean.
"There's no resets, there's no nothing, it's win or go home, so that sort of keeps you, not on edge, but just drives you to sort of make sure you've dotted every I and crossed every T, that you've not left any stone unturned, and ultimately we just want to go and put out a performance that we can be proud of in front of our home fans."
Glasgow suffered a 15-10 defeat to Connacht in February when Sean Jansen scored a late try to complete a comeback victory.
That meeting came during the Six Nations, with the Warriors missing several key players, and McKay - who featured in the game - believes there is only so much that can be taken from the result.
He added: "You know, you'd be silly not to recognise what we could have done better in that game in certain areas. On the flip side of that, they'll also be thinking the same, you know, they were really good that day, but they'll also be looking to try and improve on certain areas, so that almost sort of nullifies that out from both teams.
"They obviously prepped well for us last time, and I feel like, you know, we're prepping, we're doing a good job of prepping sort of what they can bring as well.
"They've obviously got some good players, some players I know quite well, Sam Gilbert and Josh Ioane, I've played quite a bit of rugby with them back home, both great rugby players, looking to sort of attack the line, but you know, also great on defence as well, so no, it's an exciting match-up and we're all looking forward to it."