O'Keefe (2-107) took two wickets in his Test debut in Dubai but was unable to prevent Pakistan from reaching an impressive first-innings total of 454 thanks in the main to a superb 109 from Sarfraz Ahmed.
However, Australia hit back superbly on Thursday, with a fine opening stand from Warner (75 not out) and Rogers (31 not out) guiding them to 113-0 at the close of play.
And O'Keefe was quick to hail that pair, but warned that Michael Clarke's men will need to add quickly to their score before the wicket turns in favour of the bowlers.
"He's [Warner] ranked fifth in the world now in batting and he's still improving," O'Keefe said.
"I don't think Davey is going out there with a mindset of scoring at a run a ball. That's just his way.
"To be positive, don't let spinners settle, don't let anyone settle and put them on the back foot.
"David Warner has always kept the game simple in his own mind, but he's always been positive. Certainly not arrogant but positive.
"Davey sees a good wicket out there and he's going to play his shots accordingly.
"That really does balance out what 'Bucky' [Rogers] does well, grinds away.
"First-innings runs are going to be critical so we're going to have to bat very well.
"If that wicket does deteriorate, batting last on it will be tough work."