Craig Lindfield's memorable strike cancelled out an early own goal by Tom Eckersley but three goals in the final 30 minutes gave the Millers a comfortable victory.
"We conceded some sloppy goals from long throw ins and set pieces, but that's what Rotherham do and they do it well," he said.
"But in parts we played some good football and we managed to get back in the game, but the goals affected us too much really.
"It was disappointing to go behind to the long throw because it was something we have talked about, but when you come to a place like this they are going to put you under pressure.
"And it is important you come through it and we did initially and we came out at half time quite confidently, but the lads need to learn and need to learn quickly.
"The lads are all in it together whether its good, bad or indifferent and we will stick together and work hard and we will always come back stronger, but if you don't take your chances at one end, you will always have a problem at the other end.
"We always knew December would be tough but in January I get the chance to attack things and affect things."