West Brom pulled off the shock result of the night in the Worthington Cup with a 2-1 success at Premiership strugglers Derby.
Former Kidderminster Harriers star Lee Hughes won the free-kick which led to Neil Clement's equaliser two minutes after the break, Deon Burton having given the Rams the lead.
Richard Sneekes fired Albion to victory with a sensational 25-yard rocket eight minutes from time.
"I'm pleased we've got a lead to take to The Hawthorns against a Premiership side but we've now created ourselves a bit of a problem," Megson admitted.
Birmingham City tossed away a three-goal lead before eventually winning 4-3 at Second Division Wycombe.
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