Albion are being held at the New Den in a half of very few chances so far.
The Seagulls best chance fell to Beram Kayal who saw his close-range header saved by David Martin in the Millwall goal.
Albion could have had a penalty as Shane Duffy was almost wrestled to the ground at a corner.
The result has to be decided today, with extra-time and penalties if necessary.
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