Richard Taundry fired home the 32nd-minute winner after Alex Nicholls had robbed Jeff Hughes, for whom the match turned into a nightmare after he saw a late penalty saved by Clayton Ince.
"It's a time for a steady nerve. Things are not going well for us at the moment and had we scored the penalty most people would have said we were well worth a point," said Trollope.
"We have a lot of injuries and hopefully some of them will have cleared by Monday's home game against Charlton. We have signed Paul Heffernan on loan and I thought he showed some nice touches on his debut. The plan is to get another striker in and we hope that will happen over the weekend.
"We made a bad mistake for the Walsall goal and when Jeff Hughes came to take his penalty he had suffered a knock 10 minutes earlier. Heffernan wanted to take it, but Jeff insisted he was our penalty taker and that shows some character."