The Millers have lost just once in their last six outings, but the other five games have all ended in draws.
Last week they frustrated Middlesbrough at the Riverside in a 0-0 stalemate before holding Preston North End to a point at Deepdale.
But the Millers boss wants his side to start turning draws into wins, and – even without the set-piece threat of Richard Wood and Sean Raggett in his team – be more of a threat in the opposition box.
“The opportunities we are getting we need to be more ruthless,” said Warne, whose side have netted just 11 goals in their opening 15 games back in the Championship.
“We are having a double [session] on set-pieces [today]. I just felt our set-pieces, we just don’t seem to be attacking the ball with the same aggression.
“I appreciate Woody and Raggett aren’t in the team, but that doesn’t mean the rest can’t stand up. That’s the disappointing thing.”
Rotherham trailed to Tom Barkhuizen’s goal at half-time at Preston before Michael Smith’s equaliser earned a point.
The result leaves the Millers two points off the bottom three ahead of tomorrow’s visit of Swansea City to the AESSEAL New York Stadium.
“I don’t think we deserved to go in 1-0 down, we could still be better,” said Warne.
“Maybe I am always looking for football Utopia, I don’t think any manager is ever 100 per cent happy.
“It shows how far we have come. We get a point away at Middlesbrough in midweek, a point away at Preston – who are obviously desperate to beat us as well – and my overall emotion wasn’t that is the best we can be.
“I am pleased, but we don’t want to sit on our laurels. We are self-critical.
“I felt at times we could have made better decisions in crucial parts of the game, which might have resulted in us coming away with the three points.
“I am still proud of what the lads are doing, and with the coaches, trying to make them the best they can be.
“I would be lying if I came out and said everything is fine, everything is perfect, because that isn’t the truth.
“I still think we are better than that and if we can get better we will keep picking up points,” he added.