Peterborough beat Oxford 3-0 back in September but were thrashed 5-0 at the Kassam Stadium last month, although they still finished the season seven points better off in the League One table.
Ferguson said: “In both ties we have to perform – but on Saturday night, we have to stick to the game plan, keep our calmness and composure, because these games can be quite frenetic until after the opening 15-20 minutes they do calm down.
“It’s key we don’t give anything away in that opening period of the game.”
Posh have already played once at Wembley this season, beating Wycombe to win the EFL Trophy, and are hoping to return later this month to face either Bolton or Barnsley in the play-off final.
Ferguson has midfielder Kwame Poku and forward Ricky-Jade Jones fit to return after missing the 3-3 draw with Bolton last Saturday.
Jacob Wakeling is, however, a “big doubt” for both legs against Oxford after injuring an ankle in training.
“I’ve got decisions to make – which is what I want,” added Ferguson.
“We’ve had a really good season and sometimes you can allow that to go out of the window, but that is one thing I will be focusing on with the players – we’ve had a really good season.
“Now we’ve got a couple of games to get to Wembley, and then another one hopefully, to really finish off what could be one of the best seasons the club’s had.”