Now, I'm not saying that it's an easy thing for us Gooners to tolerate fully but it's a stigma that we are all acutely aware of nonetheless and therefore we are able to live with it.
However if there is one thing that I personally find hard to tolerate and hard to live with is the kind of nauseating, irritating, infuriating sense of frustration that I felt as I walked out of the West Stand at Highbury last Sunday.
As I walked up to the Twelve Pins to meet up with Gary and his brother Eamonn I found myself shaking my head in disbelief thinking over and over that we should have won and indeed applied the straw that broke United's backs.
Having reached the pub, Gary informed me that Steve McLaren had said on Sky that United should have won!! I won't repeat what I said in reply to that! Suffice to say it would have made Bernard Manning blush!
It was only after I had one or two jars that I remembered that we had actually made history having gone 30 games unbeaten form the start of the season and, now that I have had time to step back and think about it, the enormity and the significance of what the Arsenal have done has sunk in a little.
My perspective on it is that in breaking this record we eclipsed the Liverpool team of 1988 (as well as the 1974 Leeds side). For me, that was the most talented side I had EVER seen, far better in my opinion than any ManUre side from the nineties.
That Liverpool side would have surely gone on to win the European Cup if the Heysel ban wasn't in place and to see this Arsenal side replace them in the record books is something that I consider to be very special.
Now, looking towards Saturday's game with ManUre, it's fair to say that there has been a fair bit of shadow boxing going on hasn't there? There has certainly been an awful lot of noise coming out of their camp and usual the press have been lapping it all up.
Old Purple Nose is claiming that his team have gained a lot of confidence from playing us last weekend. Gary Neville and Ryan Giggs have also been running off at the mouth claiming that United are going to do this and that.
Indeed, Giggs was in the papers on Friday claiming that this was just another game to Arsenal where it is absolutely vital to him and his team mates from Old Trafford.
The basis on which Giggs drew this conclusion is only known to him though how he became qualified to talk about what Arsenal's psyche is going into this match I honestly don't know.
People seem to be going around making out that Arsenal fans would be alarmed if the likes of Henry and Ljungberg were left out of the starting line up on Saturday. Well neither of them started when we beat ManUre at Old Trafford in the cup last year. In fact, Ljungberg didn't actually kick a ball in anger that day at all and by the Henry did come on we were already two goals up.
What I'm really driving at is, when you cut through all the waffle, the hype and the speculation about what personnel Arsenal will use, this semi-final is ultimately about two things where Arsenal are concerned - revenge and history.
Are you telling me that the prospect of making an unprecedented fourth successive cup final isn't a powerful incentive for us? Are you seriously telling me that the chance to become only the second side in history to win three successive FA Cups doesn't have any appeal to us? All I can say is anyone who doubts that and indeed underestimates that is a fool.
What's more, if the Arsenal are going to exorcise the ghost of 1999, the vastly tedious re-runs of Ryan Giggs' goal and all the rest of it there is no better way of doing it than at the very place it arose.
I've always been a believer in what goes around comes around. It was this fixture that catapulted United on to great things in 1999. There's no reason why the same cannot happen to us.