Dirk Kuyt struck the only goal of the tie.
Dalglish said: "I thought they made it really difficult for us tonight.
"In the first half there were a couple of scares and in the second half they had a header from a free-kick across goal.
"They were a good strong side and it was a difficult game for us across two legs but I thought we deserved to win.
"I think the boys deserve great credit for the way they went about their work - for their determination and their effort - to get a result.
"They were superb and the pride they took in themselves and the club was rewarded in the end with a goal."