Blues looked on their way out of the Carling Cup when a Carlton Cole goal meant they trailed 3-1 on aggregate to West Ham in the second leg of the semi-final at St Andrew's.

But goals from Lee Bowyer and Roger Johnson forced the game into extra-time before life-long City fan Craig Gardner scored the winner.

The half-time introduction of Serbian striker Nikola Zigic helped turned the game in Birmingham's favour.

McLeish said: "It was a really exciting moment for me when the final whistle went in realising what myself, my staff, the players and everyone has achieved.

"It was a magnificent second half and to walk a team out at Wembley will be one of the proudest moments of my career.

"The first half was a huff and puff job from us and they looked quite comfortable and Cole scored an amazing goal.

"I thought at half-time 'we are out of the cup, we have to make changes, change the tactics and approach.'

"Nikola Zigic had his best game for the club and was much more aggressive and he realises what it takes to be a success in England and that is the best I've seen him.

"He was almost unplayable. He was verging on that."

Blues will face Arsenal in the final and McLeish recognises the Gunners will be red hot favourites.

He said: "They will be hot favourites and have been for a couple of rounds now but you never know.

"It is XI v XI. We will try and get the tactics and strategy right and try and cause a major upset.

"We have to embrace what comes along and try and deal with it."

McLeish's future has been the subject of speculation and acting chairman Peter Pannu questioned the impact of some of his signings at the weekend.

But when asked about how the result might strengthen his position, McLeish said: "I don't want to talk about that. I just keep working to the best of my ability and whatever happens, happens.

"But I'm not invulnerable if results don't go our way.

"We are in the results business and that's football. I've got to get results.

"I've got a good one tonight so maybe I'll be here for a few days yet. It is a fantastic achievement."

Hammers boss Avram Grant was left to bemoan poor defending at set plays after his side had looked in complete control.

He said: "I felt we played well first half, scored one goal and could have scored more than one.

"In the second half Birmingham scored from two corners. We didn't deal with those very well. I am disappointed.

"I am not happy that we are not in the final. We did well in the competition, won a lot of games, and even the first half here was good.

"But unfortunately we are not at Wembley."

Grant does not believe the result will have a negative impact on the Hammers' bid to stay in the Premier League.

He said: "I don't think it will have an impact on the players' confidence for the relegation battles ahead.

"You saw we played well in the first half.

"We did not play like a team who are bottom but we have to defend better than set pieces.

"I can take something from the recent games but football is a game of results.

"We wanted to be in the final and the two goals from corners made the difference.

"We will continue fighting. I don't think we didn't play well. We will not give up, we will keep fighting."