The Championship side, conquerors of Manchester United in the last round, defended stoutly all night with goalkeeper Darryl Flahavan in fine form to deny Jermain Defoe and Mido. When he was beaten in the first half, Mido's effort came back off the crossbar.
Having gone into extra-time at 0-0, the quarter-final looked to be heading into penalties when Defoe struck with five minutes of extra time remaining, sliding in to convert Mido's cross.
Martin was quick to praise our opponents afterwards. "Southend made it very difficult for us and you never know, we lost against Grimbsy and Leicester in the cups last season and came back in the dressing room in a state of shock," he reflected.
"That could have happened again because I felt Southend played better than those teams last season and we went out on those occasions.
"They looked a good footballing side and it's amazing they are bottom of the Championship.
"I felt we lacked urgency in the first half, as if we had enough time to score the goals - but you have to score against teams like Southend, because then the game opens up.
"We didn't do that and made it difficult for ourselves but we showed character.
"I would have preferred it if we'd made it easier for ourselves because it meant we had players out there who played 120 minutes and will play again against Newcastle on Saturday.
"I'm thrilled to be in the semi-finals though. Two seasons ago we had quarter-finals against Newcastle in the FA Cup and Liverpool in the Carling Cup, when we went out on penalties. Now we are in the semi-finals of the Carling Cup, so that's a great achievement."
A relieved Martin Jol was delighted to book a place in the semi-finals of the Carling Cup after we were pushed all the way by Southend at the Lane on Wednesday night.