It's a comment that has added resonance given what happened on their two previous appearances at this stage of the competition.
Against Northampton in 2000 and the Tigers in 2002 they let winning positions slip away, with the boot of Paul Grayson and Tim Stimpson respectively consigning them to last-gasp heartbreak.
After the 13-12 defeat to Leicester in particular, there were accusations that the Scarlets had paid the price for a conservative approach, with fly-half Stephen Jones repeatedly kicking for touch.
The feeling was that they had gone into their shells in the closing stages at Nottingham Forest's City Ground and simply tried to run down the clock rather than hammer home the superiority they had enjoyed for much of the match.
The consequence was that they let the Tigers back in and when a dubious penalty was awarded at a scrum, full-back Stimpson landed a match-winning kick from 58 metres via both crossbar and post.
Stimpson admitted this week that it had in fact been Leicester tighthead Darren Garforth who had dropped the offending scrum, rather than the penalised Martyn Madden.
He also revealed that he had elected to go for goal without the authority of skipper Martin Johnson, who would have called for a kick to touch if he'd have reached the scene of the crime in time.
All of which just rubs salt into the wounds for Scarlet fans as they shudder at the memory of Stimpson's freakish kick.
But it doesn't change the fact that Llanelli should have had the game wrapped up long before that, such was their dominance.
Their "play-it-safe" approach earned them strong criticism from TV pundit Stuart Barnes, who rejected the view that they had been unlucky in their two semi-final defeats.
Instead, he insisted it was their "innate failure to go for the jugular" that had let them down, with his finger of blame directed squarely at then-coach Gareth Jenkins.
Former England fly-half Barnes returned to the same theme a couple of years ago, claiming Jenkins had put too many shackles on Jones during their time together at Llanelli and that Jones had become a better player since switching to Clermont Auvergne.
Of course, a lot more water has flowed under the bridge since then. Jenkins has moved on to become coach of Wales, with Phil Davies having returned to Stradey to take up the coaching reins.
And fly-half Jones is also back in the Scarlet ranks, following his two-year stay in France.
The question is how will the class of 2007 handle the semi-final experience compared with the sides of 2000 and 2002.
If they, like their predecessors, find themselves ahead going into the closing stages, will they tighten up and leave the way open for another crushing conclusion?
You can never be sure of anything in rugby, but everything that's happened so far this season would suggest otherwise.
If there's one thing the Scarlets haven't been during their all-conquering European crusade its conservative.
They have got where they are today by playing a risk-taking, offloading game which has set the competition alight.
It's been total rugby, with backs and forwards combining in a hi-tempo, high-skill 15-man style that's been a joy to watch.
In winning all seven of their matches, they have scored 23 tries, while the fact that they secured bonus-point victories in all three of their away games - against London Irish, Toulouse and Ulster - speaks volumes for their fearless approach.
The 41-34 victory at the Stade Ernest Wallon in December stands out as the performance of the season at any level by any side, with the Scarlets having trailed 31-10 shortly after half-time before staging a breathtaking comeback.
Some of the running rugby they played that day against Toulouse was as good as anything you could wish to see and for sheer drama and emotion that match takes some beating.
Yet, in its own way, the victory at Ravenhill in January was just as significant, as it showed the Scarlets could also dog it out up front, with their forwards more than holding their own in the wind and rain.
Then, having subdued the much-vaunted Ulster pack, the visitors made their attacking class tell after the break to cruise home 35-11.
However, if there's one moment that's summed up their Heineken campaign it came during their quarter-final victory over Munster at an electrically-charged Stradey last month.
They were 17-8 up going into the final quarter, but down to 14 men following the sin-binning of Inoke Afeaki.
Yet, making light of adversity, just as they have all season, they conjured up a decisive match-clinching third try as they kept faith with their running game.
Kiwi centre Regan King, who had been outstanding, found a gap to send wing Mark Jones away, with lock Scott Macleod appearing in support. Then came the moment that really mattered with Macleod flicking a sublime pass out the side door to put Barry Davies over.
It was a piece of pure skill that any back would have been proud of and it summed up the tale of the unexpected that has been the Scarlets' European campaign this season.
They have brought an unpredictability and excitement to the tournament that has taken it onto another level and just about every neutral will be hoping they go all the way.
In the same way that Munster were the people's champions last season, so the Scarlets are this term.
While they will have the popular vote today - Tigers' fans aside - it's also important for the well-being of the competition that they reach the final, both from a short-term and long-term perspective.
If we end up with an all-English finale, with Leicester facing either Wasps or Northampton at Twickenham next month, then you know exactly what you are in for.
It will be a total slug-fest, with loads of bosh, bosh, bosh and little room for any flair or dexterity. It will, in effect, be the Guinness Premiership and that hardly refreshes the parts that the Heineken Cup can.
With the Scarlets on board, you would be guaranteed to have one team who are prepared to give it a go and try things.
Moreover, if it's an all-English affair, that would strengthen the resolve of the Guinness clubs that they can afford to turn their backs on their Celtic cousins via their Anglo-French boycott.
But if the Scarlets are there and they go on to lift the cup with their exhilarating brand of expansive rugby, then it just might make the rebels think again.