England won the final against Australia 20-17, thanks to a Jonny Wilkinson drop goal in extra time, and the teams meet again on Saturday with England in need of another victory.
"It was strength and power that won that World Cup," Cohen told the Mirror.
"We did what we had to do. We were definitely coming off our peak. We'd peaked in our summer tour but we had this reputation, this ability to score through Jonny's boot.
"I was just a youngster in that side and to play in that squad – well, it was an incredible moment."
England's qualification from Pool A could be in danger after their 28-25 loss to Wales on Saturday evening.