The Swans hold a 2-0 lead going into the second leg, having pulled off a stunning smash and grab raid at Stamford Bridge courtesy of goals from Michu and Danny Graham.
Wales captain Williams knows a Chelsea squad boasting the talents of Juan Mata, Eden Hazard, Demba Ba and Frank Lampard will be a real handful, with the onus on the visitors to take the game to their hosts. "It's such a big game for us as individuals and as a club. We went up there, did really well and we have set ourselves up nicely," said Williams.
"But we know the job is not done and it will be as tough here as it was up there. They will come at us and we will be ready for that."
Despite grabbing the second at Stamford Bridge as part of a run of four goals in six appearances, Graham could be on his way out of Swansea before the transfer window closes.
Swansea, who are themselves keen to secure the services of Stoke's Kenwyne Jones, have received bids from Sunderland and Norwich for Graham, and he is thought to prefer the chance to return to his native north-east.
The home crowd pleaded with Graham to stay during his second-half cameo appearance in the 3-1 win over the Potters on Saturday, and Williams has revealed his team-mates are doing the same.
"We've just been saying to him that we want him to stay, saying 'don't go'," said the centre-half.
"We all want him to stay, he is a top player and has done well here. We definitely don't want to see him leave and I think if you asked any player here they would say the same thing. We want him here.
"He is going to make the decision on whether he stays or goes. He has to make the right decision for himself and his family and his situation. Obviously, we are telling him we want him to stay, but it is his decision whether he stays or goes and we will back him whatever he chooses."
Source: PA