Rangers frustrated by Kaunas
Rangers drew 0-0 with FBK Kaunas in the first leg of their Champions League second qualifying round tie at Ibrox.
Kenny Miller and Jean-Claude Darcheville both missed golden chances to give the home side the advantage.
The former Celtic striker was left with only Kaunas goalkeeper Marian Kello to beat but his effort from eight yards was poor, allowing defender Nerijus Radzius to clear.
Five minutes before half-time Darcheville's goal-bound effort was blocked by defender Tomas Kancelskis and the home side struggled after the interval to capitalise on their superior possession.
Smith said after the match that he is confident Rangers can secure the win they need in Kaunas.
But he warned against taking success in next week's second leg in Lithuania for granted based purely on their epic European run last season.
Panathinaikos, Sporting Lisbon and Fiorentina all earned goalless draws in Glasgow only to be disposed of at home as Rangers progressed to the UEFA Cup final.
"If we can get ourselves in front we can be confident but it will be an awkward one," said Smith.
"We have that confidence, there is no doubt. But I need to point out that because we had that success last season, it doesn't mean it will happen this season.
"We need to be wary of that aspect. We just need to put in a performance that matches that confidence."
Champions League 2nd Qualifying Round, Ist Leg results:
AaB 5-0 Modrica
Anderlecht 1-2 BATE
Anorthosis Famagusta 3-0 Rapid Vienna
Beitar Jerusalem 2-1 Wisla Krakow
Domzale 0-3 Dinamo Zagreb
FC Sheriff 0-1 Sparta Prague
Fenerbahce 2-0 MTK Budapest
IFK Goteborg 1-1 Basle
Panathinaikos 3-0 Dinamo Tbilisi
Rangers 0-0 FBK Kaunas
Tampere United 1-2 Artmedia Petrzalka
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