Referee Rob Styles pointed to the spot after Stephen Kelly collided with West Brom keeper Russell Hoult five minutes before half-time.
Baggies deservedly led 1-0 at that point but Robbie Keane coolly stuck away the spot kick, Hoult had to go off injured and after a tactical switch at the break, we stormed into a 3-1 lead via a Jermain Defoe double at the start of the second half.
West Brom boss Bryan Robson was less than happy about the penalty award but there was little doubt that contact was made - Hoult's momentum on the slide took his head into Kelly and the keeper had to retire with a gashed eye.
Head Coach Martin said: "To be honest I thought it was a penalty when I saw it. I don't think it would have changed matters because in the second half we played much better.
"It was a good moment for us because Robbie Keane had to wait four or five minutes to take it.
"Full credit to them in the first half but the way we played the second half I don't think it would be a problem. But you never know..."
We had Paul Robinson to thank for a number of saves in that first half as West Brom paid little attention to us starting with all three strikers Robbie, Jermain and Fredi Kanoute to dominated the first 40 minutes.
Martin pointed out: "We wanted to surprise them but they didn't adapt. Normally you would put a a player on Robbie Keane but they didn't do that, they kept their shape and they had a spare midfielder.
"They are a good passing team, change play from left to right and that's how the first goal was created. All credit to them but we didn't defend well as a team. We had to change things and the second half went well for us."
We now take on Nottingham Forest in the fifth round of the FA Cup at the Lane next Sunday, February 20, kick-off 3pm.
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Martin Jol insisted the penalty wasn't the key factor behind Saturday's 3-1 FA Cup victory against West Brom.