In the presence of a heavyweight world champion, this was a hell of a fight. For most of the match, AFC Wimbledon evoked the underdog spirit of their 1988 FA Cup-winning forefathers, but another shock result was beyond them.

Millwall required late goals to give the scoreline a gloss that did not reflect how close the game had been. But the Coca-Cola League One side progress into the second round of the FA Cup, where they will travel to Staines Town.

The only giantkiller at The Den last night was David Haye, the newly crowned WBA champion. Fresh from his victory over the 7ft Nikolay Valuev last Saturday, the Millwall supporter dashed from a television studio to Bermondsey and arrived midway through the first half. Millwall themselves only really turned up for the second period, when they scored four times.

“I was genuinely worried about this game,” Kenny Jackett, the Millwall manager, said. “Wimbledon have a considerable amount of ability, they caused us a lot of problems. They play with no fear. Even at 2-0 down they kept going forward.”

Terry Brown, the Wimbledon manager, sets high standards. “I’m very proud of my players but it’s tinged with disappointment that we’re gallant losers,” he said. “It’s easy to say the scoreline flattered them but we gave them two goals at the end. We did a lot of things right but you need to keep clean sheets.

“My boys haven’t got League experience — they haven’t even got much Blue Square Premier experience. It’s a learning curve. I’ll look to pick them up for a nice trip to Barrow on Saturday.”

With four promotions in the seven years since they were founded in response to the original Wimbledon’s defection north to Milton Keynes, AFC are a club with inherent momentum and purpose. Their young side are tenth in the Blue Square Premier. The away end contained 3,339 fans and they made an impressive din. Urged on so noisily by so many, it was not surprising that Wimbledon made a forceful start, rushing to hassle their opponents and breaking swiftly on the counter-attack.

As often when a lower-ranked side meets a superior one, the key question became whether Wimbledon’s energy could negate or trump Millwall’s greater cunning.

Millwall came into the contest sitting seventh in League One, undefeated in six games, unbeaten at home all season and with Jackett the division’s manager of the month. Yet they were unable to find any fluency.

At least the fans could cheer Haye when he came on to the pitch at half-time and shadow-boxed, carrying more menace in ten seconds than the Millwall attack had produced in 45 minutes.

The night soon improved for the home team. Three minutes into the second half, Neil Harris profited from a moment of defensive self-harm. Alan Inns stumbled in the area and made a hash of his header, which was hooked into Harris’s path by Steve Morison. The 32-year-old calmly lashed the ball beyond James Pullen.

Twice denied by superb stops from Pullen, the 2004 finalists doubled their lead after 72 minutes when Brett Johnson’s goalline clearance fell to Jason Price, just on as a substitute, who poked the ball in and celebrated by running towards Haye, jabbing, ducking and diving.

Yet Wimbledon were not done. With ten minutes left, Lewis Taylor cut inside Alan Dunne on the left wing and finished low into the far corner. Five minutes later, though, the Wimbledon defence backed off Danny Schofield and he elegantly stroked the ball high past Pullen from the edge of the area. Then, as Wimbledon committed men forward in the 89th minute, Price sprinted clear to score again. At last, the knockout blow.

Millwall (4-4-2): D Forde — A Dunne, P Robinson, T Craig, J Smith — C Hackett, M Laird, N Abdou, D Schofield — N Harris (sub: D Martin, 90min), S Morison (sub: J Price, 69). Substitutes not used: J Sullivan, A Bolder, L Grabban, D Ward, A Grimes. Booked: Abdou.

AFC Wimbledon (4-4-2): J Pullen — S Hatton, P Lorraine, A Inns, B Johnson — E Godfrey (sub: D Duncan, 74), L Taylor, S Gregory, L Moore — J Main, D Kedwell. Substitutes not used: J Conroy, S Brown, B Judge, R Wellard, L Cumbers, R Montague. Booked: Gregory, Hatton.

Referee: S Mathieson.

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