The Hurricanes host the Johannesburg Lions at Wellington Stadium - the two teams finished one and two on the ladder after the regular season.
After last year's loss at the final hurdle, Shields said it was time to make new history.
"Obviously still not over it but look we've got another opportunity, another chance to do our club proud and hopefully get that first win."
"So you know it's always sitting in the back of your mind and you can use that as motivation but you can't get too tied up in it otherwise it might affect your performance so first things first we just want to go out there and perform really well and hopefully get that first win for the club."
Meanwhile, the favourites tag means nothing to the Hurricanes.
The hosts are overwhelming favourites to win their maiden title but Shields said last year's loss to the Highlanders in the final proved being favourites did not count for anything come kick off.
"We try not to look into it too much because it can trip you up. Look the Lions they're a tough team so we're not going to take anything away from them and we're preparing for a battle and that's what we're going to get.
"We're not going to look into that at all, I mean favourites, it doesn't affect us. We've just got to do what we've been doing all season and do what we've been doing well."
The Hurricanes may have to play the final without injured captain Dane Coles.
Hurricanes' Brad Shields Photo: Photosport