The Swede, the 1988 US Women's Open champion, is looking to defend Europe's title by masterminding a first victory in America in the competition's 23-year existence.
Should she do so the 47-year-old and her players will make history - and that is what she set her sights on when she accepted the captaincy.
"I love being in America and I will probably never move back to Sweden," she said ahead of the start of the competition at Colorado Golf Club in Parker tomorrow.
"I have actually lived longer in America than I have in Sweden and I love this country but when it comes to the Solheim Cup, I'm so European.
"In fact, you would probably have a hard time finding someone more Euro than me.
"I just love this event, being part of the first one in 1990 and just being part of the growth is quite amazing."
Of the possibility of recording a first win on American soil she added: "That's why I took on this job.
"I like the challenge and trying to make some history here and become the first European team to win (in America)."
Neumann may have taken the safe option in appointing all-Swedish vice-captains in Annika Sorenstam and Carin Koch but when it came to team selection she made the bold move of picking 17-year-old Charley Hull - who will become the youngest player in the event's history - after four runner-up places in just eight professional events in her debut season.
"Charley was on my Junior Solheim Cup team two years ago in Ireland and she was very impressive at just 15 and she's having a great year on the European Tour," said Neumann.
"She shoots in the 60s about 30 per cent of the time, which is a good stat to look at, so it will be good for match play as she obviously can go low and she makes a lot of birdies.
"She doesn't seem like she's scared. I know she's young, but so far she's been handling herself great."
Neumann has received messages of support from former Ryder Cup captains Jose Maria Olazabal, Colin Montgomerie, current incumbent Paul McGinley and cup star Sergio Garcia.
"They're all wishing us good luck and I think it's important the girls know that all the players over in Europe, both on the women's side and men's side, are cheering for us and pulling for us to pull this off."
Meg Mallon is wary of becoming the first US captain to lose on home soil.
"I played on the very first win for the Europeans in 1992 when we were heavy favourites," she said.
"We had maybe eight who went on to the Hall of Famers but we got beaten.
"They (Europe) were a young team and the American media didn't even know probably eight of their players.
"What I've got to remind my team is the underdog is scary.
"We have to be aware that in matchplay it's anyone's day. They have a really young team and nothing to lose."
US duo Paula Creamer and Cristie Kerr have different reasons for wanting to avenge their defeat in Ireland two years ago.
"I had a tough loss. Catriona played great but I felt I had let the team down," said Creamer of her 6&5 defeat - her first for the USA - to Catriona Matthew.
Kerr had to pull out of the singles with a wrist injury.
"No one knows what I went through to play that week and then not to play singles," she said.
"It's given me a little extra motivation."