The Sharks defeated WP 43-27 at Kings Park last month when the Cape visitors finished the match with 12 players, after two red cards and a sin-binning late in the match.
The red cards were shown when WP players retaliated to dirty play after being provoked by the Sharks, but Coetzee said his team would be alert to any form of provocation from the Durbanites on Saturday.
"We've spoken about discipline and we won't get sucked into off-the-ball stuff," said Coetzee.
"We will not lose our tempers. We won't lose our cool.
"We want to give our halfbacks good quality ball to work with, so that means we must hold our own at the set-piece.
"We are prepared for whatever is thrown at us and of late I've noticed that the Sharks are kicking more than the Bulls."
Injured WP skipper Jean de Villiers trained with the side on Wednesday, but Coetzee ruled him out of contention.
"Jean had a run and that's all that there is to that," said Coetzee.
"He is travelling with us to Durban, but he won't play and he won't be taking his boots with."
Coetzee on Wednesday made one change to his starting XV for Saturday's final, with Damian de Allende replacing Marcel Brache at inside centre.
The WP under-21 youngster has made several Currie Cup appearances for the coastal side this season, coming off the bench and playing out wide on the wing.
Coetzee said on Wednesday that De Allende had never disappointed, but rather impressed whenever he came on for the Cape Town side.
Brache has been relegated to the substitutes' bench.
The backline change was Coetzee's only rotation to the side that pipped the Lions 21-16 in last weekend's semi-final.
"On Saturday, we'll be required to front up physically to the Sharks and in that regard Damian is a good choice," Coetzee said on Wednesday.
"Marcel has played many games and he too is quite new to the Currie Cup.
"He's had a big workload and I know he'll do a good job for us when he comes off the bench.
"Damian is a good choice for the final and he has explosive power as well being a good ball carrier.
Coetzee said he had been happy with De Allende's contribution throughout the season.
"Damian knows the way we play and he has good attributes to be a No 12. He can kick well and as inside centre he'll be required to make decisions about when to kick the ball.
"We know that the pitch will be about heavy conditions and that's another reason why Damian is such a good choice.
"He may not be experienced, but in a final there is room for players who have to grow."
Kick-off on Saturday is at 17:00.
Sharks:
TBA
Western Province:
15. Gio Aplon, 14. Gerhard van den Heever, 13. Juan de Jongh, 12. Damian de Allende, 11. Bryan Habana, 10. Demetri Catrakilis, 9. Nic Groom, 8. Duane Vermeulen, 7. Don Armand, 6. Deon Fourie (captain), 5. De Kock Steenkamp, 4. Eben Etzebeth, 3. Frans Malherbe, 2. Scarra Ntubeni, 1. Steven Kitshoff
Substitutes: 16. Deon Carstens, 17. Brok Harris, 18. Wilhelm van der Sluys, 19. Jebb Sinclair, 20. Louis Schreuder, 21. Marcel Brache, 22. Joe Pietersen Sluys, Jebb Sinclair, Louis Schreuder, Marcel Brache, Joe Pietersen.