"That is not me and it is not the rest of the lads who are on yellow cards.
"We have to go into both games fully committed. If we are not, we will get punished, and if that brings a yellow card for me or for anyone else, it won't be nice, but we have to get on with it."
Shearer was not even born the last time his home-town club reached the semi-finals of a European competition, when they went on to win the Inter-Cities Fairs Cup in 1969 - their last piece of silverware.
That year, Bobby Moncur's men defeated Ujpest Dozsa 6-2 on aggregate. "It's been a long time, without a doubt," said the former England striker.
"Bobby Moncur, in a nice way, keeps reminding me he was the last skipper to lift some silverware, and I hope I can change that - we all do.
"I am getting old and towards the end of my career, so it is a huge amount of time to go without a trophy. We hope we can change that.
"A great season would be winning this competition and finishing fourth in the Premiership, and we have got a great opportunity to do that.
"Once we were knocked out of the qualifiers in the Champions League, we all sat down and said to ourselves it was a huge disappointment and the only way to get over that was to win the UEFA Cup. At this stage of the competition, that hasn't changed.
"It's a massive game for the players, for the fans, for the whole club. It's a great opportunity for us to get ourselves in the history books."
Injuries, however, are threatening to wreck Shearer's dream, with Craig Bellamy, Kieron Dyer and Jermaine Jenas all unlikely to play, while Lee Bowyer, Shola Ameobi and Titus Bramble are also struggling.
But the skipper is refusing to throw in the towel before a ball has been kicked. "We will give it a right good go," he added.
"That is all I can promise. If we are not successful, it certainly won't be for the want of trying.
"We are all up for it and are all looking forward to the game. We have improved slowly but surely with each round and I think we are going to have to do that again, but I think we are capable of it.
"Marseille will be without doubt our biggest test, but I think they will have a big test themselves."