Brede Hangeland claimed a deflected winner with four minutes of extra time remaining at freezing Bloomfield Road after Kieran Richardson had struck late in normal time to save the tie.
Jol said: "It is always a relief. I thought we did okay under the circumstances.
"They are a good team with a few talented players. We should have won at home because we had so many crosses and opportunities in the final third but we couldn't score.
"We had to come away from home to a difficult place. The pitch was probably 10 times worse than we could have imagined, but we were prepared for that.
"We still tried to play. That is the only thing we can do, but then again you have to score a goal and the problem comes when you don't.
"The goal came in the 83rd minute and that was very disappointing.
"To see us come back 30 seconds from the end, and to score the winner was...they couldn't score the winner, so you knew the one who scored first would win the game and luckily it was Fulham."