The first incident saw Henrik Larsson tumble to the ground after a challenge with Anthony Gardner, contact was minimal and appeals waved away.
Gary Neville then appeared to haul Pascal Chimbonda to the floor as he went in for Tom Huddlestone's free-kick but again, nothing awarded.
Then the key moment. Just a minute before the break, Cristiano Ronaldo looked to dribble between Steed Malbranque and Lee Young-Pyo, Malbranque stuck out a foot and withdrew it but Ronaldo went over and referee Mark Clattenburgh pointed to the spot. Ronaldo slotted home the penalty and United had their noses in front at the break of what had been an even encounter.
They cashed in with interest in the second half with a header from Nemanja Vidic and Paul Scholes' tap-in making it 3-0 before the fourth penalty appeal of the afternoon - Dimitar Berbatov got the better of Rio Ferdinand and went down as Ferdinand appeared to clip him slightly - again, nothing awarded.
Ryan Giggs completed the scoring and try as we might - Berbatov forced saves from Van der Sar and when he went off injured, emergency keeper John O'Shea thwarted Robbie Keane - we couldn't find a consolation.
"I don't think it (Ronaldo's) was a penalty," reflected Martin. "Steed Malbranque stuck his foot out and that's probably what the referee saw and it was a difficult situation. That didn't help just before half-time.
"All we wanted to do in the second half was to get back into the game but we conceded from a corner and when you are 2-0 down against a team like Manchester United it's difficult.
"I thought we started well in the first half but we gave away space behind our midfield and couldn't win enough balls so we changed it around and after that we had no problems. We wanted to do something different in the second half but we conceded from a corner and then you are chasing shadows.
"I know my team, we are still growing and when the likes of Jermaine Jenas and Teemu Tainio return, they will give us a bit more strength and we will turn it around."
Martin Jol described Sunday's loss against Manchester United as 'a bad day at the office'.In the end, it was a tale of four penalties - one awarded, three not.