Darryl Westlake insists the Blades must have a 'positive' approach in Monday's play-off semi-final second leg at Huish Park.
United head to Somerset with a 1-0 advantage courtesy of Callum McFadzean's second-half strike in a pulsating first-leg at Bramall Lane, but Westlake acknowledged the job is only half done.
Looking back on Friday's success, the right-back commented: "It was a really pleasing result, but in effect that is only half-time, we still have to go to Yeovil on Monday and be positive.
"We knew it would be a competitive game at Bramall Lane, but at their place it will probably be even tougher.
"These games are the reason I wanted to join Sheffield United, but we still have an awful lot of work ahead of us to be successful this season."
Speaking about what the Blades can expect in the second leg and what is needed to secure a final berth at Wembley, Westlake added:
"We certainly have to remain strong as a team defensively, on Friday we were compact as a back four and that helped us keep things tight.
"Yeovil will come at us in the second-leg we know that, but we have a slender advantage and we must look to build on that.
"The first goal on Monday will be crucial to the outcome of the tie, so we have to enter the game looking to win it, because Yeovil will give it everything."