They could have even won the game but Benni McCarthy saw a penalty saved and Ryan Nelsen hit a post.
Megson admitted that his team just could not cope.
"I'm bitterly disappointed because with a 2-0 lead at half time we were really crusing," he said.
"We made a mistake for their first goal and from that point onwards they gained momentum and we didn't deal with that well enough.
"We wanted to keep our shape and get the next goal after the break but we ran out of steam and they got the goal and the momentum and we started to panic a bit and not push on like we did in the first half.
"I'm angry that the penalty was given and thankful that it was saved and that we got a point after that."