Portsmouth are now the only club in the Football League without a win after falling to a fifth defeat in seven games at Bramall Lane.
Yet for the first time this season Pompey did not get what they deserved as they were the better side for the majority of yesterday's game.
Steve Cotterill dropped Sonko for Mokoena which made the defence far more solid and Utaka came in for Kanu and was arguably our best player on the day.
Utaka had the first chance for Pompey early in the game, tricking his way past the Blades defence and forcing Steve Simonsen into an excellent save to deny him.
Nugent and Rocha obstructed each other at the far post from Liam Lawrence's corner as the visitors piled on the pressure. Nugent had a couple more chances, including a free header which he never saw coming as the ball hit his face and bounced to safety.
The hosts barely had a chance in the first half as Pompey kept the ball better and our defence were very comfortable, with Rocha and Mokoena winning most of their challenges.
Even in the second half, Pompey were the brighter of the two sides and looked far more likely to score as Lawrence's angled shot was again well saved by Simonsen, who was eventually voted as the Blades' man-of-the-match.
However, as with the Palace game last Tuesday, failure to put the ball in the net meant Pompey were punished despite being the better side.
Prior to the game, I was having a chat with some Blades fans and they were running Ched Evans down constantly, and I said to them to get their money on a 1-0 victory for them with Evans scoring the winner.
And that was precisely what happened after the referee awarded the home team an extremely generous free kick for an extremely soft free kick as Carl Dickinson was judged to have deliberately handled the ball when he could do nothing to avoid contact.
Evans drilled in the free kick as the ball bounced off the post and past a helpless Jamie Ashdown to give United an undeserved lead. Gary Speed's men then created more opportunities and Pompey were grateful to Ashdown for preventing the scoreline becoming even more flattering to the hosts.
Steve Cotterill brought on Kanu and Ciftci late on to try and find an equaliser but it never came and Pompey fell to their fourth straight league defeat away from home.
Despite the defeat, there were plenty of positives to take from the game.
Dickinson continues to improve and performed well again whilst Rocha and Mokoena are clearly the best centre back partnership we have. John Utaka also performed well but as per usual, we'll have to see if this is one of his usual one-off showings or if he can find some consistency.
The same can be said for Nugent too who once again gave 100% effort but just cannot score for his life at the moment.
Pompey now face a double-bill at home to Leicester City. I'm not bothered about the cup game but a win is a must on Friday because we're in danger of being cut adrift. However, with the Foxes being our bogey team, we could be looking at another week at the bottom of the league.
I still feel we will eventually get ourselves out of our current predicament. The fans calling for Steve Cotterill's head already are pretty clueless as it's impossible to judge the manager at this stage of the season given the circumstances around the club.
Steve Cotterill has the most difficult job in football and he should be given plenty of time to turn it round. Being bottom of the league without a win after seven games may seem like a disaster, but Ipswich went 14 games without a win at the start of last season and finished in mid-table, whilst Swansea also struggled to begin with and ended up finishing 7th.
So my advice to Pompey fans is not to panic because the recent performances have been encouraging and it will take time to sharpen up our finishing.
Pompey Player Ratings
Jamie Ashdown: 6 - Did nothing wrong and made a good save near the end.
Joel Ward: 6 - Got the basics right.
Ricardo Rocha: 7 - A class act.
Aaron Mokoena: 7 - Won almost everything.
Carl Dickinson: 7 - Continues to improve.
Liam Lawrence: 6 - Some good deliveries.
Hayden Mullins: 6 - Did his job well.
Michael Brown: 5 - Spent more time moaning than on the ball.
John Utaka: 7 - Some incisive movements and a genuine threat.
David Nugent: 5 - Still can't score.
Dave Kitson: 6 - Good work on the ball but not a major goal threat.
Substitutes
Darryl Flahavan
Ibrahima Sonko
Richard Hughes
Matt Ritchie
Kanu (Nugent 81): N/A - Had a late shot but it was easily saved.
Nadir Ciftci (Ward 90): N/A - No time to make an impact.