Westlake predicts a tough encounter at Huish Park, but warned his teammates that they cannot afford to sit back and must try to win the game.
"We knew it would be a competitive game at Bramall Lane, but at their place it will probably be even tougher," the 22-year-old told the club's official website.
"Yeovil will come at us in the second leg, we know that. The first goal on Monday will be crucial to the outcome of the tie, so we have to enter the game looking to win it because Yeovil will give it everything."
Brentford and Swindon Town are locked at 1-1 in the other playoff semi-final.