The Black Cats turned in a much-improved display in Sunday's 3-1 home defeat by Liverpool to suggest they can turn their season around.
However, they have now lost five of their six Premier League games to date and remain bottom of the pile with just a single point to show for their efforts.
The process of starting the recovery they so desperately need will get no easier this weekend with Manchester United due at the Stadium of Light still smarting from back-to-back league defeats, but former Red Devil O'Shea is targetting a tangible reward.
He told the Sunderland Echo: "The positives don't count for anything. Believe me, anyone in the dressing room would rather play terrible and win the games 1-0.
"We have to get away from moral victories when we have done okay or done this and done that.
"We have to stand up and take responsibility, make sure we get clean sheets and go ahead in games.
"The players need to get this home crowd behind us and give them something to cheer about, rather than them having to get us going all the time.
"We did that in the second half against Liverpool, but we need to be doing that from the start.
"The sooner we get the win on the board the better, and why not against United? We are under no illusions that it's going to be tough, but we have to start somewhere."
Sunderland remain managerless having dispensed with the services of Paolo Di Canio on September 22.
Interim head coach Kevin Ball will once again take charge of the team for the United game, his third at the helm.
Owner Ellis Short is currently assessing his options after speaking to a series of potential candidates, but with the break for international matches coming up after this weekend's round of fixtures, there is no appetite to appoint in haste.