Both full backs came in for some criticism from manager Ronnie Moore after the Millers went down 3-0 at Luton on Tuesday night in their second round replay.
Brogan told The Star: "It is massively disappointing and it is just not good enough.
"We should have gone to Luton, performed better and got a result. They got a pretty early goal and it seemed to lift them.
"We had three or four chances in the first five minutes but we didn't get that goal and they got it and it lifted them and it was just a poor performance from us.
"Both Mark (Lynch) and I were disappointed with our performances. Their wingers played well but as a team we should have performed better.
"I had a poor game and so did the team so hopefully we can make amends and get a result on Saturday."
The Millers travel to Bradford City, and tickets are still available for the all ticket clash at Mangham House.