The Shrimpers host Stevenage at Roots Hall, where they have lost just three games all season, on Thursday night after Corr’s goal cancelled out Dean Parrett’s strike to secure a 1-1 draw in the first leg.
But Corr said: “I don’t think we have an advantage, Stevenage are still in it. They are a good team and will come to our place confident so we know we still have a lot of work to do.
“But we are glad we go there not having to chase the game.”
Phil Brown’s side missed out on automatic promotion on the final day of the campaign when they slipped to a shock 3-1 defeat at Morecambe, and Corr says lessons have been learned.
“When we went to Morecambe, knowing we had to win, we were probably too eager to win the game,” the striker added. “We need to just play the game, not the occasion.
“The manager said that at Stevenage and we need to do the same on Thursday. We know it will be a difficult game but we are looking forward to it.
“The fans have been brilliant all season, we are looking forward to it and hopefully we can get a result for them.”
The first leg was overshadowed by a sickening clash of heads between Southend’s Michael Timlin and Boro’s Bira Dembele.
Timlin required 15 stitches and Dembele seven, and both players are doubtful for the return game.
Boro boss Graham Westley has urged his side to grab their chance with both hands.
“The opportunity is there for one of these teams to win a game of football and go on to a Wembley final,” he said.
“It starts 0-0, and if you were given that opportunity at the start of the season of a one-off game to get to Wembley to play for promotion, I think everyone in the league would have taken it.
“It’s a great opportunity for us and we need to be ready.”