The Starbeck club travel to North Ferriby United (3pm) knowing that victory will see them promoted back to the Premier Division after a three-year absence.
They beat Brigg Town 2-1 away from home in last weekend’s semi-final and head into this winner-takes-all showdown as underdogs, however O’Connell is confident that his side have what it takes to cause an upset.
“North Ferriby are a very strong team. You go through their line-up and there aren’t really any weaknesses. But, we go into the game full of confidence,” the Irishman said.
“Yes, it’s going to be tough. For the first 10, 15 minutes, we just have to stay disciplined, stay compact and stay in the game. But, after that, we need to try and be us, be ourselves, play the style of football that has brought us so much success this year.
“We've got to be brave. We have to bring that intensity and tempo and aggression that has enabled us to hurt teams in this league. Just because this is a big occasion, we can’t afford to go away from the things we are good at.
“We’ll go there with a game-plan and I fully believe that if we carry it out and we are right on it, then we can come away with a result. We’re not going to Ferriby for a day out. We’re desperate to secure promotion.”
Ferriby finished the regular season two places above Railway in second position and 13 points better off. They thrashed them 6-0 at home and won 3-1 at Station View in January, though O’Connell doesn't think those results will have any bearing on Saturday’s contest.
“We’re a much better side than we were when we last played them and in the home game, we battered them and should have won it,” he added.
"Even their manager said to me after that game at Station View 'I've no idea how we won that game'. We caused them loads of problems that day, and if it hadn't been for the match officials we would have got a result.
"So we can take real positives from the way we performed and, like I say, the players go into this game feeling confident after the result at Brigg.
"The only concern I had going into the semi-final was that because we have a lot of 18, 19, 20-year-olds who have never played in big play-off games, would the occasion get to them.
"But, nobody went into their shell, quite the opposite in fact. So that gives me even more belief that we are capable of going to Ferriby and producing the kind of performance that we need."
O'Connell expects to have a near-enough full-strength squad to select from on Saturday, with striker Marcus Day expected to be given the all-clear to play after being punched in the face by a Brigg supporter following last weekend's semi-final success in North Lincolnshire.
The versatile Jacob Robertson is however unavailable, meaning that the Rail will be forced to make at least one change to their matchday 16.