The Wales international has been stung by late goals four times in his last seven outings with club and country in a frustrating run for the defender.
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“It’s disappointing, especially to have happened three times on the trot for me with club and country,” he told the club's official website.
“To have worked so hard to get into the lead and then concede in added on time is hard to take once, let alone three or four times in a short period.
“The Stoke game wasn’t really our fault because I don’t think it was a penalty, but the other two against Kuban (Krasnodar) and Finland proved that a goal can come from nothing.
“On a club level, I think we have to make sure that we finish teams off.
"It’s not a mentality thing, it won’t play on our heads this Saturday, but we know that we can’t allow three points to turn into one.”
Williams expects a stern test from the Cottagers, citing Dimitar Berbatov and Bryan Ruiz as the main threats.
“We have done well there in the last few years, but this will be a very difficult game - it’s an important game for both teams,” he said.
“They have got some dangerous attacking players like (Dimitar) Berbatov and (Bryan) Ruiz, and we know we will have to keep them quiet for the whole 90 minutes – and added on time – if we want to get something from the game.”