Our best 45-minute display for years saw us walk off at half-time 3-0 up thanks to goals from Dean Richards, Les Ferdinand and Christian Ziege.
But United crucially hit back within a minute of the restart through Andy Cole and were unstoppable after that with further strikes from Laurent Blanc, Ruud van Nistelrooy, Juan Sebastian Veron and David Beckham to run out 5-3 winners in an amazing game.
Sir Alex said: "In the first half they played as though they were feeling sorry for themselves after the disappointment of losing in Spain on Tuesday and the heavy press criticism we've had for that result.
"You can either do something about that, show some determination or give in. They needed to rediscover what they were about. I'm not saying exactly what I said to them at half time. Why am I always asked that? But the essence of it was to stop feeling sorry for themselves.
"These are the best players in the country and they should play like that. It is what I expect, but sometimes we've played like it was a practice-match - saying 'you score, and we'll score'. Once the first goal went in for us, though I thought our football was fantastic."
Sir Alex added that Cole's quick response after the break was vital. "You need a bit of luck when you are behind like that and the goal right after half time was key to it. It also brought a little order to the game.
"They had three strikes at goal today and were 3-0 up. They haven’t really created anything that opened us up but they scored three goals and they deserved to be in front. They played with determination, got stuck in, played the ball forward all the time and tested us."
Sir Alex Ferguson told his United stars to 'stop feeling sorry for themselves' before their remarkable second half comeback at the Lane on Saturday.