The Premier League side named six of the starting 11 which lost in the league at Newcastle at the weekend, with Megson having declared his intent to take the Carling Cup seriously.
But it seems his message never got through to his players, and the Trotters boss said: "I'm obviously very disappointed at the result and I'm very upset at the performance at one or two of the players," he said.
"We didn't defend either goal properly and the manner in which we haven't closed down the player crossing the ball was very poor.
"There was no urgency and I think some of the players thought the ball was just going to keep going one way but football's never like that.
"Adebayo Akinfenwa is a big strong lad and the job he does for them he did very well tonight.
"At times we got too close to him, because you know when you play against players who are that size that you're never going to get around them.
"We have to accept that and at times we just didn't deal with his threat well enough at all."