It ended their awful run of 11 Championship matches without a win.
On-loan striker Marcus Tudgay scored the winner three minutes into injury time whilst the Lions had an afternoon to forget: Darius Henderson missed a penalty in the first half and Adam Smith sent off in the second.
"I'm delighted with the performance and delighted with the effort but let's not get carried away," said Hill. "We must take it into the next game.
"We've been working hard all week on what we wanted to do. We had to give Millwall respect as they've been in excellent form and it worked for us."
Hill felt Smith's red card was harsh on the hosts, adding: "I don't think it was a sending-off, and at best it was a yellow.
"The player was fully committed in the challenge and I like to see tackles. It was a well-timed tackle but I don't think the ref saw it like that.
"We should have managed the end of the game better against 10 men. The momentum was with Millwall but I think that was their downfall at the end.
"It's been a long and frustrating wait since we had the winning feeling. The fans that travelled deserve a lot of credit and they want a team to be proud of."