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The three meetings so far have ended with Perpignan holding a 2-1 advantage, including a 34-17 quarter-final home triumph over the Scarlets in 1999.
"My parents keep in touch with all the English and Welsh newspapers on the internet so they keep me informed of what's being said," said Murphy.
"Apparently it's been 54 years since a French team came away from Stradey Park with a victory so we want to go in for the kill on Friday to overturn that record.
"Llanelli are a reference point in the European game because of their Heineken Cup record and we know it's going to be a battle, but hopefully a lot of rugby too. I would say we have one chance in three to win but we will play that chance to the full."
Murphy was in the Canadian side who were beaten 32-21 by Wales last November but is confident that Perpignan's preparations have been spot on.
"It was good to play again on Friday night after three weeks without a match," he said. "We were a bit rusty in the first half because of the lack of game contact but we got some kicks out of our second-half performance.
"We played Grenoble, who have a big forward pack, very much like Llanelli, so that provided a good test up front for us which we came through quite well.
"We have put in some good performances in the Heineken Cup but we haven't done very well away from home - hopefully the springtime conditions in Wales will be conducive to some rapid rugby.
"We will try to do what we did on Friday, that is to say power up in the first half and then maybe look to get some width to the game.
"Llanelli have a very well-structured defence so there is no point getting sucked in and trying to gain a few yards. We must get quick ball from the breakdown and try to get some speed into the game.
"I have played against Chris Wyatt internationally and Scott Quinnell played his last game for Wales against Canada in the autumn. Even though he didn't play the whole game, it was phenomenal to be able to play against him.
"You like to set out your stall against the top players in your position and I have already played against the likes of Anthony Foley for Munster and Junior Paramour for Gloucester, so it will be great to play against Quinnell again.
"He is a truck of a player and a very offensive No 8 - he is certainly one of the best players I will come up against over the next couple of months, along with Patrick Tabacco of Stade Francais.
"We want to go as far as possible in our competitions and Heineken Cup and French championship titles would go down very well!"
"We certainly have the means to go further and we are a great group of friends as well as team mates - we are very solid as a group."
