Talking on bristolshoguns.co.uk Thorburn said: "We've got to win, I know it's a cliché but the importance to both sides is clear. Sunday's match against Harlequins is our game in hand and there's no room for error in the bottom half of the table."
Going into the weekend the Shoguns are only four points behind seventh-placed Saracens and three points above bottom-placed Bath.
In the coming weeks Thorburn's team face Gloucester, Northampton, Wasps, Saracens, Bath and London Irish.
"You always look at who you have to play in the forthcoming weeks especially as the league is so congested," added Thorburn.
"We've also got the added issue that if Northampton win through to the Final of the Powergen Cup our Premiership fixture against them at the beginning of April will have to re-arranged," said Thorburn.
"As each round comes and goes everyone will start to have a clearer picture of what they have to do as a team.
"The new structure keeps the entire competition alive and teams will be competing for places until the last weekend of the season.
"There are teams fighting for the top three, it is also tight in the middle with clubs fighting it out for places four and seven, and it is very tight at the bottom.
"It's going to go the end of the season and that's what makes it so interesting," concluded the Shoguns coach.
Tickets for Sunday's Zurich Premiership clash with NEC Harlequins are available from the Shoguns Ticket Hotline on 0117 311 1461.