The Reds lifted their first silverware for six years in the Carling Cup final and have an FA Cup semi-final date with Everton.
And Dalglish insists another Wembley win would still be an excellent return considering how competitive the game is these days.
Liverpool's faint hopes of finishing in the top four evaporated when they let a 2-0 lead slip at QPR in midweek, losing 3-2.
But the Kop boss said: "The fact is we've won a trophy and everyone really enjoyed it. It's not Swap Shop is it? We've got what we've got.
"There's not a priority, and I think we have proved that in the games we've played in the cups, whether it's been the FA Cup or the Carling Cup.
"We've just gone out on the pitch for every game with the same attitude — to try to win.
"Unfortunately we have not won as many games in the league as we have done in the cup ties.
"Because the English teams have done well we've got a play-off spot for the team who finishes fourth, so the rewards are greater.
"But I think it's more difficult to be successful now because there's more competition.
"You've got loads of people with money — and people who've been at it for a lot longer than others who have a good back up of players they have accumulated over the years.
"There have always been teams who have more finance than others. But the difference between the financial clout at some clubs is a lot more than it was in years gone by."
Liverpool have been infuriatingly inconsistent and Wednesday's crazy collapse at Loftus Road sums up their season.
But Dalglish maintains his team are heading in the right direction.
He added: "There has been progress — but we want more.
"Whether it's been at the rate of knots people anticipated I don't know. You can't tell me you just thought they were going to turn up and get everything they wanted in the first season.
"There were 18 players moved on last summer and a lot came in who are in their first season. It was never going to be an over-night sensation."
Dalglish, 61, insists he faces no problems lifting spirits for today's match against Wigan — despite watching his side concede three goals in the final 13 minutes at QPR.
He said: "How can they be demoralised when they have been brilliant for 77 minutes?
"We won't erase what happened in the last 13 minutes but we will need to learn from it.
"We have said that the last bit of progress is the hardest. That's the phase we are in. We are just looking for the last bit to click into place."
Actually, if I am managing a club and in the EPL and I know my league position very difficult to get top 4 but I am in a funny competition called Tan Ah Gao's Cup, I would also tell the media I rather win Tan Ah Gao's cup than be in the top 4 team of EPL.... LOL
Tan Ah Gao's glory FTW!
No, I won't swap Tan Ah Gao's glory for anything else...
- accidently repost - .... the sgforums keep having offline/server down errors.
Originally posted by Paem:If he really mean it I hope Liverpool win the carling cup and finish outside top 4 every season.