Joleon Lescott headed the visitors into the lead inside three minutes and we then lost central defender Younes Kaboul to a hamstring injury with just 18 minutes on the clock - hardly ideal with Ledley King and Michael Dawson already out.
Anthony Gardner levelled with a header from Jermaine Jenas' corner after 26 minutes but hopes of getting on top were dashed by two Everton goals before the break.
Again, the rub of the green went against us as Ricardo Rocha couldn't help but clatter into Paul Robinson after making a superb defensive header, leaving them both on the ground as Leon Osman struck the Toffees back into the lead and then, in added time, Steed Malbranque appeared somewhat harshly penalised after a 50-50 with Victor Anichebe and Alan Stubbs' free-kick clipped off Didier Zokora in the wall, leaving Robinson helpless.
That left us with a mountain to climb and the luck went against us again as Dimitar Berbatov's header three minutes into the second half came back off the inside of the post and rebounded just wide of Darren Bent.
When Tim Howard denied Jermain Defoe with the save of the match after 78 minutes you just about knew the game was up.
"Things didn't go our way and I felt we were a bit unlucky because if we'd have scored to make it 3-2 it might have been a different story," reflected Martin at the Lane.
"The reality is if you look at the scoreboard and you concede three goals in the first half it's almost impossible against a team like Everton.
"The positive thing was I felt the spirit was good in the dressing room when we went out for the second half and I can't blame them because they did everything.
"There are still a lot of chapters to go this season but to have zero points from the first two matches is disappointing.
"We've one or two players to come back and we will do better because we've got the quality."
Martin Jol was left to ponder a rare home defeat as the key moments went against us in Everton's 3-1 win at the Lane on Tuesday night.