A goal with less than two minutes on the clock was the difference as United battled without reward at Millwall.
Chris Taylor scored the early goal as the Blades suffered a first defeat at The New Den since October 2003.
Boss Adkins made three changes with McEveley, Whiteman and Adams all dropping to the bench. Basham returned and took the skipper's armband, whilst Cuvelier and Sammon also started.
Less than two minutes had elapsed before Millwall were in front with the first chance of the game. Morison's cross from the left saw United repel the near post chance but the ball dropped invitingly for the untracked TAYLOR to fire past the exposed Long.
Despite the set-back, United attempted to put the home side onto the back foot, using the space out wide, whilst trying to come to terms with a bouncy pitch and strong wind blowing through The Den. The first chance for the visitors was a weak Sammon effort at goalkeeper Archer.
Gregory, faced by the onrushing Long, poked wide after chasing a hopeful forward ball and then Martin headed wide a Ferguson free-kick for the home side.
United were enjoying a fair share of possession and won a number of first half corners but the better chances were falling to the home side. In the space of a minute around the half hour mark, the big frame of Long saved the Blades twice from Millwall's front two of Gregory and Morison after they had escaped white shirts.
As half-time approached, Sammon had the ball in the home net but he was adjudged to be offside when receiving Flynn's pass and before the break all four sides of the ground applauded a full-blooded challenge between Hammond and Gregory.
Baptiste lasted three minutes of the second half before hobbling out of the action, but United started well, building pressure on the Millwall goal. Shots from Brayford and Flynn were blocked and had Sammon's pass to Sharp connected the leading scorer would have been in the clear.
Done whipped in a couple of interesting crosses and from one Sharp headed at Archer, whilst Millwall's first effort of the half saw Taylor fire over after controlling with his hand on 70 minutes.
Coutts and Adams were introduced as United searched for a leveller but Long was forced to tip over a flicked Morison header from Ferguson's cross. On 76 minutes another spell of United pressure almost resulted in a goal; following patient build up Basham's cross saw Archer parry out Sharp's near post header.
The late pressure was coming from the Blades but chances remained limited as the organised home defence stood firm, enabling them to collect the points.
Millwall: Archer, Martin, Gregory (O'Brien 83), Beevers, Webster, Ferguson (Upson 90), Taylor, Morison, Thompson, Abdou, Romeo.
Unused: Forde, Edwards, Williams, Onyedinma, Nelson.
Blades: Long, Brayford, Basham, Flynn, Sharp, Done, Sammon (Adams 71), Baptiste (Baptiste 48), Cuvelier (Coutts 67), Edgar, Hammond.
Unused: Howard, Calvert-Lewin, Whiteman, Kelly.