"A lot is expected of Munster from every tournament they play in and at the moment we are still in with the chance of three titles - the Celtic League, the Heineken Cup and the Irish inter-provincials," said the former Australian international back row forward.
"But the Celtic League final is our first target. The Celtic League is a great concept and as we were beaten in last year's final by Leinster - we probably let that one slip away - winning it is very high on our priorities."
Neath are the first Welsh club to reach a Celtic League final and, with their Heineken Cup hopes over, lifting the Celtic crown has taken on enhanced importance.
"Sure we beat Neath in the Pool stage of the Celtic League this season but I don't think that will count for much come the final," said Williams.
"They are the form side in Wales with a very good pack of forwards and dangerous players like Shane Williams behind.
"With the final being played at the Millennium Stadium that will make it tougher for us but, after our tremendous win over Gloucester, hopefully our fans will be out in force in Cardiff and get behind and support us again."