The Team of Choice, who shipped 31 goals and scored as many last term, have conceded six goals in nine games in 2013/14, most recently drawing 0-0 with Bloemfontein Celtic at the weekend.
"Last season we conceded far too many goals from errors, and that’s something we wanted to improve on a lot," Walters told United's official website.
"I think so far, of the six goals we have conceded, two were down to errors. So we are improving. We want teams to come and beat us – that is, if they are going to beat us, they must outplay us and score good goals. We don’t want to give anything away.
"It’s a collective effort. There are six or seven of us who have been together for a long time now, so that helps a lot, knowing each other’s games, and having a good understanding and communication amongst ourselves."
Walters continued: "It’s about concentration and focus. Even at training, when it comes to the last five, 10 minutes, we tell the defensive unit to up their efforts, to put in another 20 percent.
"Even in the warm-downs we must keep focused. You keep training right up until the end, and this translates into more focus on match day.
"As a defender and goalkeeper, you are often out of the game for long period, but then suddenly in a second or two you are back defending again. So you have to be ready to make the switch, always being focused and alert."
Maritzburg, in seventh place on the PSL table, next host high-flying Platinum Stars at Harry Gwala Stadium on Friday night.