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Three minutes into added time the Yorkshire side won a corner. The ball fell to David Healy whose fierce volley looked to be flying wide but struck May on the head and flew past the helpless Colin Doyle in the Millwall goal.
Leeds manager Kevin Blackwell was delighted with the three points that consolidate his side’s place in the playoff positions: “We shaded the game. We had the better chances but I just didn’t think it was going to happen until we got a fortunate deflection.” Millwall manager Colin Lee thought that his team’s improved second-half performance should have merited a point. “We matched them in every department and were not overwhelmed at all,” he said.
“To lose the way we did is very tough.”
Leeds might have had the game won by half-time. After 14 minutes Rob Hulse crossed to the unmarked Eddie Lewis, but the American international’s left-foot shot rebounded off the post.
Three minutes later the visitors were again denied by the woodwork. Hulse laid the ball back to Healy and the Northern Ireland international hit a fierce rising shot which had Doyle beaten but it struck the angle of post and crossbar.
Other early chances fell to Healy and Robbie Blake but Doyle, brought in last week on loan from Birmingham, made smart saves.
Millwall were a better team in the second-half and should have taken the lead after 55 minutes. A deep cross by Tony Craig found captain Paul Robinson completely unmarked at the far post but the centre-back sent a free header wide.
The Lions finally tested Neil Sullivan in the Leeds goal inside the last 10 minutes. Barry Hayles met another Craig cross with a fierce right-foot shot which the Scotland international goalkeeper tipped over the bar.
Doyle produced an even better save four minutes from the end which seemed to have preserved a point for Millwall. Leeds substitute Jonathan Douglas drove the ball through a ruck of players and Doyle dived full-length to save brilliantly on the line.
The 20-year-old goalkeeper did not deserve to be on the losing side and nor did fellow on-loan arrival Zak Whitbread — from Liverpool — who also had an outstanding debut. They give Millwall hope for improvement.
The Lions are hoping to see a turnaround in the club’s fortunes on and off the pitch.
Multi-millionaire Peter de Savary is set to become chairman and intends to outline his plans for the club before Tuesday’s Carling Cup tie against Birmingham.
STAR MAN: Zak Whitbread (Millwall)
Player ratings. Millwall: Doyle 7, Robinson 7, Williams 7, Whitbread 8, Ifil 7, Dunne 6, Elliott 6, Asaba 5, Craig 7, Hayles 6, Dyer 6 (May 76min, 6)
Leeds: Sullivan 7, Kelly 7, Kilgallon 6, Gregan 7, Harding 6, Miller 6, Derry 6 (Douglas 37min, 7), Lewis 7, Blake 8, Hulse 7, Healy 7.
Scorers: Leeds: May og 90
Referee: M Fletcher
Attendance: 8,134
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