Rotherham made little headway against a packed Morecambe defence in the first half and the visitors' quick breaks caught the home side napping more than once.
The home side turned up the heat after the break, but the visitors completed a backs-to-the-wall defensive display to earn a point.
"I don't very often get excited at football matches, but I did get a bit excited, especially in the second half when balls were flying across their box," said Thornber.
"It's a case of mixed emotions at the end. I'm frustrated because in the first half we never got started and I thought we were lucky to go in at half time at 0-0.
"In the second half we pressed and we huffed and puffed but Morecambe defended well to be fair. We always knew it was going to be difficult because they have drawn five now.
"They blocked shots, put bodies in the way, but the positive thing is we have got a draw. You have to make your luck and make things happen. We cannot wait for things to happen, we have to make things happen."