McCall's men found themselves 2-0 down after two well-taken goals from Steven Thompson in the first half.
They fought back in the second half with Bob McHugh pulling one back in the 77th minute but despite bombarding their opponent's goal they could not find the equaliser.
McCall said: "I thought it was great entertainment and a terrific game. They took their chances, two terrific goals from Steven Thompson, a near-post finish and a back-post clinical header.
"I was disappointed to go in at half-time 2-0 down. It was an open game, we had opportunities and hit the woodwork, and failed to hit the target on other opportunities.
"The last 30 minutes was just a siege, they brought big (Lee) Mair on, brought (David) van Zanten on. I don't think they could have brought any more defenders on.
"How we never got an equaliser I'll never know. But I said to the boys, there are ways to lose games and I certainly want to go down fighting.
"We went right to the last minute, played some really good football and it just wasn't our night."