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"I don’t think I have ever experienced a bad run like that as a manager before, I’ll have to check my records," said the relieved McGhee.
"So it was vitally important that we didn’t lose and the nature of the game was that I wasn’t satisfied with the overall performance but there were still some good things in there. The shape was there and we got in behind them more than we have done all season.
"We’re back to the shape we want to play although obviously we will need to do it better.
"Richard Sadlier should have scored the winner at the end. When he’s had three or four games under his belt he would have scored there and that’s what we’ve been missing. Richard makes everyone play better and gives the wingers and full-backs better targets. He is fundamental to the way we play and to the success we want to have."
Stan turned his attention to referee Mark Cooper after the game, furious at the Walsall official’s performance.
"We were cheated. I think we should have won the game 1-0, their goal was offside and we had a blatant penalty when Robbie Blake was fouled. There were six bookings and there was not a bad tackle in the whole of the game. We have been the victims of an awful refereeing display.
"He did the exact same thing against us at Crystal Palace and I say what I do with all due respect.
"If they want to fine me they can, but I won't be paying it. I will give them a video of the game and then they will be fining him. Something has to be done because a season's work is at stake. That was one of the worst refereeing displays I have ever seen and we have had two points taken away from us.
"I am not saying that we did not ride our luck, I am just saying that I felt that Millwall had a little help tonight. I know that refs go out there and try to do their best but if that was his best he should be reffing down at Hackney Marshes.
"We have come down to play a football match at Millwall, a very important match, and an important match for Mark McGhee after a run of defeats but we end up talking about the ref. We can't be wrong all the time. If you get beat you say they are better than us on the day, if we win we say we were better than them, we got a break or this and that. But not tonight, it was not a fair contest.
"We did look a little leggy and tired tonight but we should still have won 1-0. We probably should have scored two or three goals in the first half but Millwall had a lot of pressure in the second half.
"Millwall is a difficult place to come and maybe we had one eye on Sunday but I felt we were cheated."