Both previous encounters between the teams have been close, with a four-point win for the Rhinos and a draw so far in 2015.
“We have gifted them leads in our last two games against them and if we can put the boot on the other foot we know we can finish strongly against Leeds,” Anderson told his club’s official website.
“The opportunity is there for us and it is there for Leeds as well. At the end of the day, you don’t win anything by winning on Saturday but you are through to the next round.
“We know what we’re capable of. We have got to make sure our attention is good on what we are trying to achieve. We have got to be ruthless in our attack and defensively – basically we have got to be ruthless in our all-round game.
“It doesn’t matter what competition you’re playing in, you know you’ve got to be at your best to win the game.
Anderson is keen for his team to injuect some fresh impetus into their season by collecting a Cup win over the Rhinos.
“We want to try and build some momentum,” he added.
“To be the best you’ve got to beat the best, and there’s nothing like coming up against the holders at the first stage.
“It’s a cup competition and there are three pieces of silverware that are there to win at the moment, and it doesn’t matter when they come, they’re all as important as each other.
“The last thing you want as a player is to be having weeks off when people are playing in big games. I want to make sure we’re playing in the big games at the end of the year.”