The Millers are in the hunt for a central midfielder and a striker and have been in talks with the players they want.
Warne, who revealed he expects centre-half Richard Wood to still be in his squad after the close of the January transfer window, says the deals have to be done quickly.
“If I can get the two I want, I want them in by this weekend,” he said. “Then I’ve got all of next week to get them ready to play a part in the AFC WImbledon game (February 3).
“I believe if I don’t get those two by the weekend, they’ll be going somewhere else.
“I want it done by this weekend, then I don’t have to have the farce of transfer deadline day again.”
The boss, whose seventh-placed side are at home to Bradford City in League One tomorrow night, revealed that youngsters Ben Wiles and Alex Bray have been made available on loan until the end of the season.
One player unlikely to be going anywhere is skipper and defender Wood, despite strong interest from League Two Chesterfield.
The centre-half, who has taken the captain’s armband since the departure of Lee Frecklington, has been a key figure in the Millers’ eight-match unbeaten run which has taken them to within two points of a play-off place.
The Spireites are prepared to offer a long-term deal to the 32-year-old who is out of contract at AESSEAL New York Stadium at the end of the season.
But Warne said: “Woody loves it here, even more so now Frecks has left. He is my senior player. He is the only one over 30 at the minute - other than Potter (midfielder Darren),who is injured - and he does bring that experience and calmness.”
Rotherham have scored in 21 successive games and beat top-six rivals Portsmouth 1-0 at New York last Saturday. They have a carried a potent attacking threat all season and have tightened up defensively since Wood was paired with Semi Ajayi at the heart of their rearguard.
“Woody brings the best out of Semi, and sometimes you need that experience,” Warne said. “He runs the changing room for me and he’s a brilliant pro. I can’t see him leaving in the window.”
Warne’s only January signing so far has been 6ft 4in Michael Smith from Bury. The targetman impressed as a substitute against Pompey and set up Joe Mattock’s stoppage-time wnner.
“I thought ‘Smudge’ was excellent,” the manager said. “He has to believe in himself a bit more and we are working with him on that. It’s difficult when you come to a club with a different philosophy. It will take him some time to work out how we play.”