Wales underlined their status as potential RBS Six Nations champions with a rousing 23-21 victory over Ireland in Dublin.
That win came less than 24 hours after Scotland had started their challenge with a disappointing 13-6 defeat to England at Murrayfield.
And despite the differing fortunes of the two sides, Jenkins is expecting Andy Robinson's men to come out all guns blazing.
"Sunday will be a very tough game for us. If we take Scotland lightly we will come off second best," he said.
"We have not forgotten two years ago when we were very lucky to win. We had an incredible spree of points in the last five minutes, but we probably should not have won that game.
"We expect a very tough game, and we will need to be on edge and ready to win it."
Wales will find out on Wednesday if Bradley Davies will miss the encounter, with the second row facing a disciplinary hearing in London following his tip-tackle on Ireland forward Donnacha Ryan.
Davies could face a lengthy ban for the offence, meaning Ryan Jones or uncapped Lou Reed could move to the engine room against Scotland.
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