The Swans reached the Capital One Cup final, where they will face npower League Two Bradford, after a goalless draw in the second leg of their semi-final against European champions Chelsea sealed a 2-0 aggregate win.
On-loan midfielder De Guzman, 25, knows it is vital Michael Laudrup's side do not underestimate their opponents come February 24. "We cannot underestimate because they have beaten good sides to get there," he said.
While Eden Hazard's sending off for kicking a ball boy has grabbed most of the headlines, it should not detract from Swansea's achievement, which comes just 10 years after the club sat rock bottom of the Football League.
But Bradford's passage to Wembley is an even more remarkable feat, after the Bantams knocked out Wigan, Arsenal and Aston Villa to become the first fourth-tier team to reach the League Cup final since Rochdale in 1962.
De Guzman added: "It's just a final game and hopefully it will be a 90-minute game in our favour. We need to go there with the right mentality and hopefully get that win.
"For Swansea it's just great being in the final, it's a big chance to win it and I think the whole city is looking forward to it.
"I had the chance to play in a cup final in Holland in 2008 (De Guzman scored in Feyenoord's 2-0 win over Roda JC) and we won.
"It was a good final and I have had a little bit of experience and I hope for more of the same this time."