Fox was grateful for the victory, his team's commanding performance and also the contribution made by Carter Beston-Will, his assistant on the bench.
Beston-Will did most of the 'pre-scout' work before the game which Sheffield won 8-3, an aggregate victory of 13-7.
They play Nottingham Panthers in a best-of-three final starting on Saturday night.
Beston-Will said the experience of getting more responsibility had been hugely useful to him.
"I am learning something new every day. Foxy and me have a good working relationship, he gives me lots of responsibility. I do the best I can."
He said it was his ambition to be a head coach himself adding, "one day...I am in no rush.
"Right now I am a sponge, soaking up all the experience I can."
Steelers take on Nottingham Panthers in the final, a team that has won their last four games and are finding their best form.
"We have been watching all their games, I think they are executing both offensively and defensively now. Early on you could see what they were trying to do but now their execution is a little bit better.
"Tim (Wallace, Panthers' coach) has done a good job there, they have got better every single game.
"But I think we have as well. We put in a really good 60 minutes (on Thursday.)"
The asst coach said it was hard to pinpoint their biggest asset.
"They have four good lines, and in their 'D' they have a couple of guys who can log big, big minutes. They have good depth, it will be a good match-up."
This weekend's match is the first massive game since Sheffield won the Challenge Cup - a match watched by a big crowd at Cardiff Devils' rink.
Beston-Will said it was unfortunate no supporters would be at Nottingham.
"It sucks not having the fans there" he said. "That experience (in Wales) was amazing and I wish some of our new guys could see it. But we have got to adjust to the times and this is one of our goals.”