Bolton fans chanted: "You don't know what you're doing" when Lee brought on Gerald Cid for another defender Andy O'Brien during the second half rather than add Kevin Davies to their attack.
Lee said: "I'm a winner. I've come from a winning culture. I'm certainly no quitter.
"Today was the most disappointing of all the games we have played. In the other matches I could glean something positive. I'm still looking for something positive from this game.
"The result and the performance were not what we wanted. We didn't really compete and that is the most disappointing aspect of the game. We haven't turned up today.
"I can't put my finger on it. We have had good preparation for two weeks. I've never looked for excuses in my career. The performance was bitterly disappointing.
"But at times like this we need to stick together, work hard together and get ourselves out of this predicament.
"I know our start has been less than perfect. Last season we got 70% of our points up to and including Christmas. I'm fully aware of the position we are in.
"But we will keep working hard. It's important we all stick together on and off the pitch."