He insists his side cannot afford to suffer "a hangover" from their semi-final exit.
"The disappointment in my body, I've never felt this before," Vlaar said. "It was a great opportunity. If you don't win over two legs against Bradford...
"Credit to them, they did very well, but we should have won.
"We have to pick ourselves up. It is going to be hard but we have to. We have no option.
"Friday is the next game. We are not in the position to have a hangover from the Bradford game.
"We have to go on. When we think about last night, it will still give a bad feeling.
"But we have to look forward - however hard it is."