Colombia top Group D after beating Paraguay 2-1 in their opener, while Costa Rica earned an impressive 0-0 draw with nine-time champions Brazil.
"We shouldn't underestimate them. If it was a team that was going to sit back and defend I wouldn't be worried. I'm worried about the change in attitude at times, that they've done well in other game situations," said Lorenzo.
"They are going to give us a fight in all areas of the pitch. They are a young, strong team with a lot of energy. We have to be patient and they are going to compete physically. It's not an easy team, it's going to be tough."
Costa Rica are well aware of the threat posed by Colombia's forwards, said coach Gustavo Alfaro.
"They have strikers with different characteristics, but perhaps even more dangerous than the Brazilians with a high damage rate on the offensive," he said at a news conference.
