Clarke's side take on the Saints at Banks's Stadium later this evening and will be looking to put themselves in a strong position after picking up a point from their opening group game against Coventry City - the Saddlers going on to lose the subsequent 'bonus point' penalty shoot-out.
The Mansfield-born boss, who has seen his side win all three of their most recent outings, went on to stress the importance of this evening's game as he looks to make the most of each and every competition his side have entered.
Speaking via the club's official website, Darrell said; "It’s a game I want to win that’s for sure. We want to progress in the competition and we’ll give it our best shot Tuesday night.
"They’ll be fully professional, Southampton, as you’d expect. They ran Forest Green very close the first game.
"They’re very much possession-based teams, the under 21s, they’re different sort of games but we’ll be ready for it and we’re looking forward to it."
The Saddlers head into the game full of confidence following last weekend's League Two triumph over Crawley Town, although Clarke did admit to being disappointed as his side conceded two goals on the way to a 3-2 win.
41-year-old Clarke also admitted that he was encouraged to see his team score three times following a particularly baron spell in front of goal, and has called for more of the same going forward.
Clarke continued; "It was pleasing to get the away fans some goals. Obviously we have to score a lot more goals through the course of the campaign.
"We have to make sure we’re tight at the back, the ball gets a deflection for the second goal which you can’t do a lot about, ref’s had a lucky dip with the penalty.
"I’m disappointed to concede two goals but we’re pleased we got three at the other end."