At that point Megson decided to hold on to the one point they had, he took of Lester and Kris Commons and brought on two defenders to end up playing a 5-4-1 formation.
But he still felt his side should have taken all three points from their first ever trip to the New Stadium.
He said: "We are very disappointed because once we went ahead we didn't close them down quick enough and they were able to score an equaliser.
"In terms of effort we couldn't have done any better as we had far more shots on target than they did.
"Swansea had been looking forward to this fixture since the start of the season and in a new stadium the crowd certainly got behind their players."