"We've got to get there first and make sure we finish the job off at Lincoln on Thursday," said Jacobson.
"But if we do make it, my loan will be up and I won't be able to play in the final.
"I was at the Millennium Stadium cheering the lads on for the Trophy final and I'd be at Wembley too supporting them all the way.
"I knew I'd be in this position if we did make it, but there's nothing I can do about it.
"But I'm still going to go out and do everything I can to make sure the other boys get there. I'll be giving my all.
"If we do make it, then of course I'll be disappointed to miss out on playing at Wembley - but it will be fantastic for the team to be in the final.
"It's been a bit of an eventful time since I've been here and I've loved every minute of it. It's just a shame that I couldn't play in the two really big games.
"When I first came down here and spoke to Lennie Lawrence and Paul Trollope, they told me to show them what I'm about and try and get in the team, play a few games and help the side get up the table.
"I've played 12 games now and I'd like to think I have shown people what I can do and I've helped to get the team in the position they are now."
Jacobsen will return to Cardiff where his future is uncertain.
"I don't know what's going to happen in the future and I need to sit down and talk to Cardiff.
"I am learning and gaining experience with Rovers and I'd love to think I can do well when I go back to Cardiff," he said.
"My aim, of course, is to break into the first team with Cardiff and help them to promotion."
But if there's nothing happening there for me, we'll have to see."