The former Leeds United and Luton Town boss, who was previously assistant to Neil Warnock at Bramall Lane, returned to the South Yorkshire club following the departure of unpopular former manager Bryan Robson.
"I'm really pleased with them," he said. "We said we wanted to do something a bit different and the cameras are here, let everyone see how clever the players can be and it worked perfectly.
"We only spent half an hour on it, but those little things can win you games and it was just unfortunate it didn't win the game.
"We've got to believe in ourselves. There's a decent set of players here, it's a terrific stadium, a great crowd, there's plenty to build on.
"We knew it was going to be a good test and I'm delighted the players stood up to it.
"The league position is something we've got to address and that's what we'll start doing."