The two promotion hopefuls have already met this season, with log leaders Highlands winning 3-0 in November.
Zulu reckons the victory gives Owen da Gama's side a psychological edge as they go in search of the double.
"Ja, it gives us an advantage because we beat them in the first round," Zulu tells KickOff.com.
"As a team we told ourselves that we want to win everything because that's our dream for each player, to win a cup and the league.
"And we take each game serious, it's not because we are number one and then we will relax in the Nedbank. And we have many players that can go and soldier on any time. I think our team spirit is good because everything we do as a team, no one is better than the other."
That said, the former Jomo Cosmos and Bidvest Wits man thinks Stellenbosch will provide a big challenge.
"Expecting a tough game because obviously they don't want to lose against us, especially at their home ground," adds Zulu, who joined Highlands last month from Mthatha Bucks.
Kick-off is at 19h30 at Athlone Stadium.
The Lions of the North have 41 points from 20 league games - 12 points more than fifth-placed Stellenbosch.