The second division table toppers, with three premiership scalps to their credit in the competition already, were always second best but Rovers had Cole to thank for the double strike that finally separated the sides.
He struck first after 16 minutes with a thundering drive past John Filan after a lightening quick turn left the Wigan defence flat-footed, then he notched his second with just 20 minutes remaining with a close-range effort after some superb Rovers approach play.
It was Ellington who created Wigan’s best chance in the first half when his cross found Neil Roberts and the Welsh international brought a fine save from Freidel.
The Rovers keeper was again at full stretch after the break, tipping away a fierce drive from Gary Teale, but you always sensed that Rovers had that extra gear should they need it.
Wigan’s run to the quarter finals ended in front of a record crowd of almost 17,000 at the JJB Stadium and manager Paul Jewell and his players will now be left to concentrate on their promotion challenge.