The Bombers' supporters were dancing in the aisles during the final stages of their team's 55-point win, but as they warmed down from the clash the players were doing their bit to quell the hype.
"It was great," McVeigh told afl.com.au. "Our fans have probably been through a fair bit of heartache over the last few years, and it's nice to win in front of your home crowd.
"But while these things are good at the time, come Monday it's irrelevant for us because it was just a step that we wanted to take.
"It's all about improvement for our footy club. We don't have a great interstate record, so next week in Sydney we really need to back it up.
"This week means nothing if we go and put in a terrible performance next week."
McVeigh was delighted with the way he and his teammates were able to smother the Bulldogs' running game with their new forward press.
"We wanted to keep the ball in our forward half and we did really well," he said.
"Our tackles were great and we've got some good nippy forwards down there to make sure we capitalise with a few goals.
"And Alwyn Davey will hopefully be available next week, so there's another plus for our footy club."
McVeigh was also full of praise for debutant midfielder Dyson Heppell, who finished the game with 20 possessions.
"He's a fantastic kid, really down to earth," McVeigh said. "He's a really respectful guy and enjoys being around the football club.
"It was nice to have his parents in the rooms before the game to see him getting his jumper.
"Him performing so well is a really big plus for our team."
