The Hammers meet West Brom in the FA Cup on the weekend.
"I was upset at the time because I wasn't playing here as much as I wanted to.
"So when a team shows interest in you and offers you game time and it doesn't come off you might react this way.
"The manager has talked to me since that and we have moved on from there. It wasn't personal and these things happen in football.
"I just have to get on with it and be professional and wait for my chance to come to start and it did against Southampton."
Cole added: "I was over there and the deal didn't go through.
"The gaffer kept faith in me obviously by starting me against Southampton when I didn't expect it. I want to try to put a solid performance in.
"He knows what he gets from me and that's probably what Tony Pulis saw as well."
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