Victory for Quins over French heavyweights Stade Francais at Cardiff City Stadium would give them a record third triumph in European club rugby's second-tier tournament.
That would surpass their own achievement as a two-time winner and those of Sale Sharks and Clermont Auvergne, while also securing Quins a prized place in next season's Heineken Cup.
"This final is right up there as one of the biggest matches we have played - we are competing for a big piece of European silverware," said Quins skipper Robshaw.
"Everyone is well aware that qualification for next season's Heineken Cup is also at stake for both clubs, and I am sure ourselves and Stade will come out with all guns blazing.
"It is a good few years since we were last in a final. These opportunities do not come around very often, so you have to make the most of them when they do.
"That means trying not to be nervous, controlling your emotions and concentrating on what you know you can do."
Quins are unchanged from the side that stunned semi-final opponents Munster 20-12 in Limerick almost three weeks ago, while Stade's line-up features England international forwards Tom Palmer and James Haskell, plus imperious Italy Test number eight Sergio Parisse.
Robshaw added: "We have a pretty good idea of what to expect from their numerous international players, in particular, but it is also important we focus on ourselves and make sure we bring our own game to the party.
And Quins rugby director Conor O'Shea said: "There has been a lot of talk about how we should play and how to stop Stade, but we are going to go to Cardiff and play our own rugby.
"European Rugby Cup have made changes to the tournament over recent years, and bringing sides down from the Heineken has made the competition better.
"Since coming through the pool stage, we have met two former European champions in the quarter-finals and semi-finals, and now we are facing one of Europe's finest teams in the final.
"Stade Francais are an outstanding side and we know it is going to be a tough game.
"They are a formidable European outfit, and while we are heading down to Cardiff with the aim of enjoying the day, the target is to get the silverware and bring back the Amlin Challenge Cup for the first time since 2004."
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