The Cottagers needed penalties to reach round three after a scare at the Pirelli Stadium, prevailing 5-4.
"It could have been a bad night for us," said Jol. "The crowd smelt blood but it turned out nice in the end.
"We put a strong side out because we wanted to win the tie. In England the lower league sides make it difficult for you, and they made it difficult for us.
"We had all the play for about 78-80 minutes but then towards the end and in extra time they had their spell.
"But I am pleased with the resilience of my squad, they showed that they wanted to get through.
"I was impressed with Burton, they are a good side. They have a great home record, I think it was the best in their division last season.
"I wish them all the best for the remainder of the season, I think they will do very well."
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