"There's always pressure on us, because we are supposed to be the world's strongest rugby league nation.
"But that doesn't always equate to winning games as every team we play is working really hard to beat us.
"But it's not something that keeps me up at night. The process we have to go through is to prepare the team as well as we can. I can't go out there and make the tackles.
"You can only do so much and from the sidelines you can have some input. But it is very much down to the team.''
Sheens' men came from behind to beat a spirited Welsh side on Sunday in Wrexham and, despite the lop-sided 56-14 scoreline, skipper Darren Lockyer insists it was a welcome challenge.
"I thought it was a great performance by Wales,'' said Lockyer, who was rested from the game.
"It was probably a positive for us that it was a bit of an arm wrestle early.
"You don't want to go into a final on the back of an easy game.
"Although it was a bit of a blowout in the end, the boys had to work hard and the guys commented how well Wales went and that is a good sign for the game.''
Lockyer will cap a tremendous 17-year career at Elland Road in what will be his final game, but claims his only focus is winning.
"It's not all about me,'' he said.
"I have a job to do for my country and that is to help us beat England. I'll approach this game the same way I have approached every big game in my career.''
- AAP