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Midfielder Mark Hudson feels its payback for showing the Millers not enough respect.
"We got a bit of a shock when their team sheet when it came in. It was surprising because they rested a lot of their players and I don't know if Sheffield Wednesday can afford to things like that. I know they're a big club but I'm not sure that was a lack of respect for us. It riled us us. We wanted to prove a point." he told the Advertiser.
"They'd had a good win on Saturday and we were expecting a tough game and we got it. It was quality. We had to stand up and be counted and match Wednesday man for man and we did that, right down to the substitutes."
"We brought a lot of fans over and we were worthy winners in the end."
"A lot of teams are vulnerable when they've just scored and that's what happened to Wednesday, I don't think their manager will have been too pleased."
"We were devastated when they scored with three minutes to go in extra time but we managed to stick in and got a lucky break at the end.
"In the shoot-out I was quite confident because I take our penalties anyway. The two who went before me, Pablo Mills and Danny Harrison, stuck theirs in really well and that increased the pressure a bit. Then the Wednesay lad missed and that took a bit of pressure off me."
"The match was one of the highlights of my career. I was at Chesterfield one year when we played Charlton in the Carling Cup and took them to penalties and it didn't go our way but this was a great result."