The best prop in the game and 34 at the time, Lazarus entered the match with four premiership wins to his name from his time at Canberra and Brisbane.
That didn't stop him getting edgy and Anderson feels it led to the Storm producing a dreadful first half that left them trailing the Dragons 14-0 at the break.
"Lazo got all emotional before the game and we went out there and completely lost our game plan," Anderson said.
"We were just terrible in that first half. We lost the plot but we were still in the game at halftime.
"We had a positive talk during the break and said if we can get back on our game plan and play the way we know we can play, we're still in this game."
Melbourne went on to win 20-18, a penalty try four minutes from fulltime clinching the club's first premiership.
That left Lazarus as the first player to win premierships at three different clubs.
Anderson said both current coaches, the Storm's Craig Bellamy and Canterbury's Des Hasler, faced a tough battle getting their players through the week.
"It's all about trying to stay normal without getting too excited," he said.
"Canterbury will be relying on Dessie and a couple of senior players to get them through it, but they will be fine and I think Canterbury will have too many points in them."
Although he's tipping the Bulldogs, Anderson admits they were exposed early by South Sydney in what turned out to be a crushing 32-8 preliminary final win.
Classy Rabbitohs hooker Issac Luke punched holes in the Bulldogs around the ruck as Souths controlled the game at 8-4 until halfback Adam Reynolds did his hamstring.
"That's probably a little Achilles' heel for Canterbury because their forwards are so big, they will struggle if they are put on their heels by Melbourne who are capable of getting a roll on," Anderson said.
"Souths really put it to them. I think Melbourne will put the same sort of direct pressure on Canterbury.
"Cameron Smith, Cooper Cronk and Billy Slater will be sniffing around the middle of the ruck but Des will know that and will have the Bulldogs ready."
So what would the dual premiership-winning coach say to his squad before they run out tomorrow?
"Everyone's going to be asked at some stage to do something under pressure and when that time comes, you need to be ready. If you handle that pressure the team is going to grow from that," he said.
• England coach Steve McNamara says the profile of the NRL in Britain has never been higher thanks to James Graham and Gareth Widdop's grand final involvement.
Tomorrow's game will be the first time in 40 years a decider has featured an Englishman on either side.
Melbourne's Widdop and Canterbury's Graham are aiming to become the first since Adrian Morley in 2002 to win a premiership, and McNamara says the league community in Britain is buzzing with excitment.
- AAP