He expects a tough reception when Portsmouth play United in the Carling Cup.
Cole: "I've still got quite a few friends at Newcastle from my playing days there but I can only hope I get a good reception.
"It should be a very good game even though, in this competition, some of the big clubs don't always field their best teams. For a club like Portsmouth, if you get through to the latter stages, there is a good chance to get into Europe that way.
"Another trophy would be nice. I have not scored many in this competition but I got the winner for Blackburn in the final (2002 Worthington Cup) and, without being greedy, it would be nice to do it again.
"I will play on as long as I enjoy it but when the fire in my stomach goes out I'll know my time is up.
"My 11-year-old son, Devante, wants me to go on as long as possible. I have told him that nobody can go on forever but I'm here on a two-year contract and I've not come down here just for a jolly-up.
"It is another challenge I'm excited to take. And I think Portsmouth can do well, maybe even go for Europe if not this year then next."