With Slovenia overcoming Algeria yesterday to go top of the group, Lampard is aware England cannot afford any more slip-ups in Cape Town after skipper Steven Gerrard's early goal was cancelled out.
England's vice-captain said: "It's crucial to win the next game. To win against the USA would have put us in the driving seat but we have to believe in ourselves.
"It was the first game - and first games are notoriously cagey. They all have been like that so far in the tournament and we were just unlucky with the goal.
"It felt very comfortable at 1-0. We had got the goal, were knocking the ball about well, were in control.
"It was unfortunate and it was frustrating. Their goal came at a good time for them.
"If they hadn't have scored when they did, then I'm sure we would have gone on to win the game.
"But that's the way it was and we know there is room for improvement still."