When asked what it felt like to gain legendary status among the Hull fans, he said: "I'm not a legend.
"They are the real legends - the real heroes. Not people like me, and I don't want to be called that."
Windass was substituted in the 71st minute and replaced by Caleb Folan. The veteran found it difficult to watch the end of the game as the promised land loomed large.
"I couldn't look. The last 10 minutes of the match were unbearable and I couldn't watch," he said. "Me and Nicky (Barmby) were sat on the bench just looking anywhere but at the game.
"I was saying to myself, 'please blow your whistle ref, please, please'. When he did blow it, I just couldn't believe it.
"I admit I cried. It was nerve-wracking, but I was only nervous for my wife and my kids - my 14 and nine-year-old boys - because I knew what they'd be going through.
"I was more nervous for them than I was for myself. My dad always wanted to watch me play at Wembley and now he has. I wanted to win for my family."
Of his goal - a stunning right-foot volley from the edge of the area following a pin-point cross from strike partner Fraizer Campbell - Windass added: "As soon as it left my boot, I knew it was in. The nets never move.
"I thought there was somebody closing me down and, as the ball has come my way, I thought 'I'm going to have to hit this first time'. But I've seen the replays and there was nobody near me."