Russell converted Michael Gardyne's cross at the second attempt in the 28th minute of Tuesday night's tie as United edged a tight first half at Palmerston.
The Irn-Bru Second Division leaders had won 10 times, including cup triumphs against Hibernian and Rangers, and drawn once previously this season and they put United under sustained pressure after the break but could not finish their chances.
Peter Houston felt his side were "soft-centred" during Saturday's 3-0 defeat by Hearts and he brought back Richie Ryan to add some steel in midfield with skipper Jon Daly back in the starting line-up after a knee injury.
United dominated possession in the opening stages but all they had to show for their superiority was a weak shot at Lee Robinson by Brian McLean.
Queens soon settled and Willie Gibson caused the visitors some concern when he got round the outside of Keith Watson and sent in a low cross that Gavin Gunning cleared.
The strength of the wind was evident from the fact that United keeper Radoslav Cierzniak kicked the ball out the park three times in the opening 15 minutes, although it did not appear to be causing anyone else serious problems.
There was little other goalmouth action until Russell ended United's barren run of more than 300 minutes.
Gardyne worked some space on the left wing and sent in a low cross that Daly dummied. Robinson made a great reaction save to block Russell's initial effort but the ball rebounded back to the Scotland Under-21 striker, who adjusted himself well and steered the ball into the roof of the net from six yards.
Daly came close to doubling the lead moments later with a powerful curling effort from 20 yards that had Robinson beaten but just cleared the top corner.
The hosts responded well though and Gibson again caused problems with his deliveries, including a free-kick that found Nicky Clark. The striker escaped his marker and got a header on target but Cierzniak pushed over the bar.
Queens stepped up their response after the break, pressing United deep in their half and testing the SPL side with a number of crosses.
Daly did well to block Gavin Reilly's shot from one such cross and substitute Paul Burns, who caused numerous problems in an advanced midfield role, soon headed over.
United were finding it difficult to get forward in numbers and one rare attack almost cost them dear in the 69th minute as Burns broke away from a chasing pack of tangerine shirts and set up Clark, whose first-time effort was beaten round his near post by Cierzniak.
Burns and then Clark just failed to get enough contact as a high ball bounced dangerously in the Pole's goalmouth.
Cierzniak saved twice from Derek Young before Gardyne came close with a curling effort at the other end.
Former Ross County midfielder Mark Millar came on for Willo Flood to make his United debut but Queens kept the pressure on and Clark shot wide from 12 yards after a half-cleared free-kick landed invitingly at his feet.
Kevin Holt cleared Russell's shot after the forward had rounded Robinson on a counter-attack but Queens could not take advantage of the reprieve in the finale despite their continuing efforts.