A decent start to life in the top flight has quickly tapered off, with Nigel Pearson's promoted side without a win since September 21.
"It is a difficult situation," Argentinian Ulloa said after defeat to Southampton. "We knew that this game would be difficult, but we need to be thinking about the next game now.
"At moments we played well but they created more chances. We think positively and ahead to the next game.
"The first half we played okay enough with the ball and defended. The second half started well and after they had the ball they created chances.
"We need to think about the next game.
"We will think about the next game, just the next game. We need more mentally and physically."
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