Rennie has guided Glasgow Warriors to their first final in four years.
Warriors are unbeaten in their past nine league matches, and face the tournament holders at Celtic Park on Saturday.
Rennie told BBC Scotland: "We're clear on what we need to do. There are examples of teams that become conservative because of the prize at the end of it. We've got a plan that's worked. You can't get sucked in to all the hype and do a lot of additional stuff that creates clutter.
"We're going to make sure we have a lot of fun because that's what we've been doing all year. We're going to make sure we go out and express ourselves because that's the type of footie we've played."
Glasgow's 50-20 semi-final win over Ulster came in front of a bumper crowd at Scotstoun Stadium and Saturday's venue across the city boasts a capacity nearer 60,000.
"I've poked my nose in once to have a bit of a look but it was empty," added Rennie.
"I know what Scotstoun is like so I can only imagine it's going to be a hell of a cauldron.
"We're playing against a really good side and that makes it even more exciting for us."