Macclesfield boss Gary Simpson felt his side should have killed the game off before seeing them seal a bizarre penalty shootout win at Southend.
The game ended 2-2 after extra time before Nat Brown settled the tie in unusual circumstances when, after Southend goalkeeper Glen Morris celebrated having thought he had saved the spot-kick, the ball spun back into the net.
Simpson said: "It was a bizarre way to win and it was probably the only way we were going to do it in the end. I thought the penalty (by Nat Brown) had been saved but the ball's gone in while I think the goalkeeper was celebrating which was strange.
"We probably won the tie about three times over the two games but credit to Southend because they fought back four times to get equalisers.
"We missed a lot of chances and we should have killed the game off. It shouldn't have gone to extra time because we wasted some excellent opportunities and you do worry they might come back to haunt you. Thankfully this time they didn't but we can't afford to keep on missing those kind of chances.
"It's pleasing to have got through and make the club a bit money and now we're looking forward to going to Huddersfield. It's a nice place to go and play and we will give it our best shot."