After falling behind to George McCartney's acrobatic volley, the visitors dug in and hit the woodwork twice before Nolan pounced at the death.
Megson said: "Footballers don't play for the manager first and foremost, they play for their families and then the football club.
"Your family stays constant, your football club can change, so that is what you're playing for.
"In terms of playing for the football club they couldn't have done any more. They ran themselves into the ground, they can pass better, cross better and finish better - but we can't show any more commitment or honesty."
Megson is still shaping a team heavily influenced by Allardyce before his departure to Newcastle, followed by Lee's brief spell where style was put over substance.
"Of the team that started, 11 of them were signed by Sam Allardyce," said Megson. "They were brought in over a period of seven or eight years when Sam was there and brought into play a certain style that they were used to.
Megson is hoping the late equaliser will lift a team that has won one Barclays Premier League game all season. As poor as they have been, a victory would have taken them 15th.
He added: "In terms of getting a way that suits us. You can't just take a pill and say 'you're confident'.
"From today that will help, the manner that we got a point will help.
"We have got issues, it's not right to broadcast them and they are not personal and are purely footballing ones."
Megson felt a poor decision cost his new side a win against Aston Villa in his first game in charge, and McCartney's opener put a defeat on the cards.
"You have two choices - either the white flag goes up or you keep going," said Megson. "They certainly kept going."
Danny Guthrie hit the post in the first half, then Speed went close with a drive that was tipped over the bar by Robert Green, which may have impressed the England scouts in the crowd who are reporting back to Steve McClaren.
Jonathan Spector cleared off the line in stoppage time, with West Ham within sight of a point before Nolan struck.
"We needed a bit of professionalism - one or two to get their foot on it and run it into the corner," said boss Curbishley.
"If it had been Bolton, (El-Hadji) Diouf would have run it into the corner and attracted a foul."
The consolation for Curbishley is Dean Ashton returning to training early next week, although Hayden Mullins picked up an injury to add to the lengthy list of players in the treatment room.
"Perhaps after the international break it may get better but at the moment it doesn't look like it will change," he added.