Manchester United goalkeeper Edwin Van der Sar has set his sights on winning the Champions League and retaining the Premier league title.United cruised into the fourth round of the FA Cup with a 2-0 away success at Aston Villa yesterday but the Dutch goalkeeper already has his eyes on Europe's biggest prize. United face Lyon in the last 16 of the Champions League and Van der Sar told BBC Radio Five`s Sportsweek programme: 'I would prefer the Champions League but all three (Champions League, League, FA Cup) are nice. 'We are champions in England and to make it twice in a row is also a good feeling because then you really stamp your authority on the league. 'It is good so far but it is only January and so many things can happen in the nest two or three months. Lyon are a good team and it will be difficult. You just take it game by game.'