Dimitar Berbatov looked set to give us the lead after 65 minutes but Wes Brown 'handed' United a lifeline, throwing himself in front of Berba's effort and blocking it with a combination of chest and upper arm.
A penalty would have meant Brown would have had to have been sent off as well, but the possibility of going 1-0 up and facing 10 men quickly changed to the reality of being 1-0 down as Nani's fine strike six minutes later glanced off Carlos Tevez as it flew into the net.
We went close a number of times in the 90 minutes - Robbie Keane clipped the crossbar with 20 seconds on the clock - but it wasn't to be.
"The big decision didn't go our way," stated Martin afterwards. "You can look at it again from all the angles but even if you use a bit of the arm it's still a penalty.
"You need a decision and the referee made a decision not to give it.
"That was the second one of the afternoon (Vidic and Berbatov collided in the box minutes earlier) but I could understand the first one because it looked like a bit of coincidence. The second one was a penalty though. As a defender you are entitled to block a shot but this was different.
"I felt they were there for the taking," he continued. "In the first half they had a few opportunities but not 100 per cent opportunities and we were comfortable in the second half.
"The only thing I can be critical about is that maybe we lacked a bit of cutting edge.
"We tried everything, we worked hard, I enjoyed watching Gareth Bale make his debut and there were a lot of positives."
Martin Jol was left in no doubt that we should have been awarded a penalty in the key incident of Sunday's 1-0 reverse at Old Trafford.