Ole Gunnar Solskjaer has said he is pleased with the progress Manchester United have made under his stewardship, but believes winning a trophy will give them the final push to become consistent title challengers. United face Villarreal in the Europa League final in Gdansk on Wednesday and victory will secure the Premier League club's first piece of silverware since Solskjaer arrived on an initial caretaker basis in December 2018. The Norwegian understands better than most the demand to collect trophies at Old Trafford. During his 11 years as a United striker, he helped the club win six Premier League titles, two FA Cups, and the 1999 Champions League where he scored the late winner against Bayern Munich in the final. "You always feel pressure to win things at Manchester United. Progress in the league shows progress. The next step is to win trophies and challenge in the Premier League as well," said Solskjaer, who has led United to successive top-four finishes for the first time since Alex Ferguson retired after the last of the club's Premier League titles in 2013. "Winning a trophy can give you belief but it can make you hungry for more. When you win things you just want to win more, you want to feel that sensation again of lifting trophies. "I know my players will believe they can win it and that we can move on to better things, but when you get that taste of the first one, that's a big step in the right direction." Solskjaer's first four semi-finals as United manager ended in defeat, including a 2-1 loss to eventual champions Sevilla in last season's remodelled Europa League. United crashed out in the Champions League group stage this season despite winning three of their first four games, heaping pressure on Solskjaer as rumours swirled about a possible move for Mauricio Pochettino. The club's second place finish in the Premier League marks an encouraging season, although it didn't look likely when they started with a return of 10 points from their first nine matches for their worst league start since 1986-87. However, superb away from – United became just the fourth to go through an English top-flight campaign undefeated away from home – laid the foundations for what has ultimately been a good league campaign. Since replacing Jose Mourinho in December 2018, United's gradual improvement under Solskjaer has resulted in the club finishing sixth, third and now second in the Premier League. "We've worked together two and a half years now and taken a step into the final after the near-misses we've had. To get to a final is one thing, but when you get to a final you need to win it," said Solskjaer. "Those nights when you win the trophy it brings everyone together, it's a celebration. "When we won in '99 it didn't make me a better player. It didn't make us individually better players, but as a group we believed that we could go on to win more stuff and we comfortably won the league the next couple of seasons." Marcus Rashford is only one of three starters from United's 2017 Europa League final win over Ajax still at United, the others being Paul Pogba and Juan Mata, and the English forward has echoed his manager's sentiments. "This game's important for us. We're so close to being a team that can compete and win trophies every single season. Maybe winning this title, this Europa League, can give us that little push that we need," Rashford said. Solskjaer will give captain Harry Maguire until Tuesday's final training session to prove his fitness, although the England defender is highly unlikely to play after damaging ankle ligaments two weeks ago. Another obstacle in United's way is Unai Emery, a three-time Europa League champion with Sevilla who has overseen a 14-match unbeaten run in Europe with Villarreal to reach his fifth final. All four previous meetings between United and Villarreal have finished goalless. A similar outcome is entirely plausible in Poland, but this time there will be a winner and loser regardless. "It's going to be special. You've got to be proud to be able to lead a Manchester United team out to a final," said Solskjaer. "It's been a fantastic journey and, as we say in Norwegian, veien er målet (the goal is the journey). This is just a step on the road to bringing our Man United back."