Having won every game that they have played in Brazil so far, the Dutch are heavy favourites to overcome a side that has reached the last eight for the first time.
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"These games don't come easier," the Aston Villa defender told his club's official website. "There are no easy games.
"Costa Rica beat Uruguay and Italy and then drew against England. Then they beat Greece.
"It will be another hard game again - but we are really looking forward to it. It's a great challenge again."
Vlaar admitted, though, that the Dutch, who routed Spain 5-1 in their tournament opener, are brimming with confidence ahead of their meeting with Costa Rica in Salvador.
"The mood in camp is great," the centre-half enthused. "It's been brilliant so far. We have won all of our games so it's so far, so good.
"I am really looking forward to the game on Saturday. It's another great challenge - another good game against good opposition - and we want to get through.
"Results help, of course, especially when you beat the world champions [Spain] 5-1. We are really focused. We are training very hard. The feeling in the group is very good.
"Everyone is together - we are all in it together. You can see that in the games."