This will be the Swans fourth preliminary final in the last nine years and they have won their previous three, including in 2006 against the Dockers.
O'Keefe believes the Dockers relative inexperience in finals compared to the Swans counts for nothing on this stage and does not guarantee passage to the Grand Final.
"We're under no illusions it's going to be easy," O'Keefe said.
"It's not as if being the reigning premiers gives you the right or anything like that.
"So we've got a really tough game Saturday to get there.
"You just know what it's like to reach the top and how much you enjoy it and how much you want to get back there."
Despite having lost four of their last six matches the Swans travel to Patersons Stadium with plenty of confidence given their recent record at the venue.
They have only beaten the Dockers twice at Patersons Stadium but the Swans have won their last four matches at the ground. Their most recent loss in Perth was to Fremantle in round five 2009.
"You know it’s going to be a hostile crowd and teams we play here are always good at Subi," O'Keefe said.
"So we make sure we prepare ourselves. We come here for a job and make sure we execute it."
The dual premiership player believes the Swans cannot afford to lapse for a single minute against the Dockers on Saturday night.
The Swans led the Dockers by 27-points midway through the last quarter in round eight at the SCG only to concede the last four goals of the game to walk away with a draw.
O'Keefe said the lessons of that night are fresh in the minds of his teammates.
"You can't have your lapses in the game.
"When you're playing the best sides, if you have your little lapse for a five or 10 minute period they'll jump you, and that's what we did.
"We sort of let it go for a period of time and Freo are a really good side and capitalised and made us hurt.
"In the end they probably should've won the game."
