They currently sit second in Pool 5, three points behind the leaders Brive. However the French side are still to travel to Edgeley Park in round 6, a game which looks set to be the pool decider.
Up first for the Sharks though is a trip to Spain to face La Vila, and Macleod is hoping to put the disappointment of defeat in the English Premiership behind.
"The only thing you want to do after a loss is get back out there and play again," he told the Manchester Evening News.
"We knew we would have a four-week break from the Premiership after Sunday so we wanted to go into that in a really positive position but now we have to bide our time as far the league goes and instead concentrate on Europe.
"Now, we're going to have a really good crack at the Amlin Cup and making the last eight. After our trip to Spain this weekend, there is obviously a huge game against Brive coming up for us at Edgeley Park. There is the incentive of a place in the quarter-finals on offer which is a huge bonus for us and a position we didn't necessarily think we were going to be in after our opening game in Brive where we lost.
"But after two good wins against Agen in December we are right back in it so the Brive game will be a massive match for us all."