El-Hadji Diouf and Nicolas Anelka, twice, were the scorers as Wanderers raced out of sight - and above City in the Barclays Premier League table - in the last 18 minutes.
"You are always pleased whatever way it (a win) comes, more so given the fact it's a team in and around where we are at the moment," he said.
"The first half, the first 15 minutes we were very good, the last 30 was like watching paint dry - both teams cancelled each other out, there wasn't a great deal going on and we weren't playing the football that suits our footballers."
After watching star striker Anelka clinically dispatch Blues with his well-taken brace, Megson also insisted that rumours of a January transfer window move for the Frenchman were premature.
"All I've heard is what other people tell me is in the papers," he insisted.
"I can tell you, hand on heart, that no manager has rang me to say 'would you let Nicolas go', or indeed any other player, and nobody on the board has had that.
"It's just dealing with speculation at the moment."