Stephens said he owed his team one at The Hawthorns after losing his man for the opening strike of the match.
Of his goal, he said: "It was one of them where as soon as you head it you know it's going to go in.
"Obviously, Prowsey put in a great ball, as he usually does, and it's all about getting the timing on your run and thankfully I did that.
"I was disappointed with West Brom's opening goal – he was my man – so it's nice to make up for it.'
Stephens added: "I think going into the break 2-1 up made a big difference and gave the dressing room a big boost.
"Obviously, coming out after half-time I thought we played really well. We then gave away a sloppy goal and had to hold on for the last 20 minutes, but overall it's a great three points.
"We need to keep going now. There's no point coming here and getting a big three points then going on losing or drawing. We need to use this to push on now and get out of the situation we're in.
"No one at this football club wants to be in this situation. It's down to us that we're in it, and it's only us who can get out of it."