The Hammers ran out 5-1 winners despite the away side having a number of chances to make their mark on the tie.
“We were the Premier League team and people would expect us to win,” Grant told the official site. “But we knew it would be difficult, they are in a good moment. They have been playing well and they are good tactically. We did very well and made it hard for them.
“Stay up and win the cup is a scenario I would buy now. This is our target. Our first priority in the league but it is good to be in the quarter-finals of the FA Cup. We are coming to every game knowing that we want to win. We had a good run in the Carling Cup. We want the same in the cup as we know we are one game from Wembley now."