Trollope's side outblasted Lincoln in the semi-final, progressing to Wembley thanks to a 7-4 aggregate win.
"We probably are favourites because of the way we have gone into the final, but it is about producing a performance that is good enough to beat Shrewsbury because you don't win anything just by being favourites and turning up," Trollope told PA Sport.
"But the way we go into the game could not be any better to be honest and we have got to take confidence from that, although obviously we can not be complacent or take anything for granted."
Defender Joe Jacobson must sit out a big final for the second time this season.
The on-loan Cardiff player was cup-tied when Rovers took part in the Johnstone's Paint Trophy at the Millennium Stadium in Cardiff, and is unable to extend his loan to include the final as it would take him past the 93 day maximum length for emergency loans
"We feel for Joe because he has made a big contribution for us, he he will travel down to Wembley with us because I think he deserves to be part of that," added Trollope.
Shrewsbury are without midfielders Ben Davies and Dave Edwards through injury.
Right-back Danny Hall will play in central midfield, while 18-year-old Chris Humphrey is likely to be given the nod on the right winf.