Les Bleus have reached the tournament's last-four stage for a fifth successive occasion, although their previous semi-final flirtations produced one win and three defeats.
They have beaten Wales nine times in the countries' last 11 meetings.
But number eight Harinordoquy has been around long enough to know past form counts for very little when the stakes are so high.
"The Wales players are agile and very skilful," said the Biarritz star. "They have good footwork and their forwards are very brave as well.
"We can analyse their games from video, but once the game is on the field, that is where the problem starts.
"We will have to be able to face the challenge. Sometimes we will have to put up with their attacks. We cannot panic.
"If they play free, that is when they are the most dangerous."
France knocked out England to arrive in the semi-finals, while Wales accounted for Ireland, which was their fourth successive win after losing a tense World Cup opener to South Africa by one point.
Asked if Wales were a more dangerous team than eliminated England, Harinordoquy added: "On the pitch, yes, because we do not know what they are going to do.
"In the 2007 semi-final (against England in Paris) we relaxed too much and we thought we had won the game before we played it against a team that was not as experienced as we were.
"We have to be of better mind on Saturday. All my life I have wanted to play in a final of the World Cup - it is a dream.
"If we play the same as we did against England, it won't be enough to beat the Welsh. We have to be better in defence."
France have named an unchanged team following the 19-12 victory over England, although doubts persist whether scrum-half Dimitri Yachvili will be fit enough to goal-kick following a recent leg injury.
France's Argentinian kicking coach Gonzalo Quesada said: "We will see. Dimitri has been recovering properly and his best training this week has been to recover, to look after his leg.
"We will wait until the last minute before we decide whether he will be kicking or not.
"He kicked after being injured (in the quarter-final), and that aggravated his injury. That is why he has been relaxing."
If Yachvili does not take the place-kicks, then that role is likely to fall to his half-back partner Morgan Parra.
"I am the kicker for my club team (Clermont Auvergne). I am used to kicking," Parra said.
"We will see how things go, but I did the kicking in the (pool) game against Canada."
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