Dimitar Berbatov scored five times as United put Rovers to the sword at Old Trafford.
Christopher Samba netted a consolation near the end but Allardyce admitted his side had been badly beaten.
"This won't be any easy one for us to forget," he reflected.
"We were completely outplayed and have just gone under. Berbatov gets a lot of criticism but he has great ability and is a quality finisher.
"It is unfortunate for him that he has a laid-back attitude. But for me he has always been top quality."
Source: PA
Source: PA