McDermott's sacking as manager on Monday initially "floored" the players according to Dolan, but the Irishman now wants them to concentrate on avoiding relegation from the Premier League.
"I've asked for focus. We've got a Premier League to stay in and that's our goal now," said Dolan.
"There are nine games to go to stay up. We have a realistic target to stay in this league. To do that we need to climb two places in nearly a quarter of the season.
"We have to be clear about what we want to do. I am positive we can stay up - 100 per cent positive.
"The players were floored at the start of the week but they realise the importance for the club. We need to be in the Barclays Premier League next year.
"It is in everyone's interests from the owner, the board, the players, and Brian to stay in the Premier League. If we do that then they'll get even more credit."
Dolan, 45, admits he is looking forward to the daunting clash with United and locking horns with Sir Alex Ferguson.
"It will be exciting of course, he is the greatest football manager of all time," he said.
"It's the best club in the world - the way they do everything. I have great respect for everybody, but on Saturday I won't be thinking about Sir Alex. They will just be names.
"I'll be doing my best for Reading trying to get that result. I'm experienced enough to know that if we are going to have that ruthless streak we need to focus on the job."