He said: "We have done what we have to do tonight.
"If we do not progress it will be down to our home results. They have put us in a tenuous position."
With his side having a crucial league game against Wigan on Sunday, Megson opted to give his squad's fringe players a run out and they rose to the challenge.
He said: "I felt it was the right thing to do. We did not want to pay lip service to the competition.
"Some players out there are internationals and have played big games in their careers. We knew they would be competitive and that's how it turned out."