The young England star, who had only played 20 minutes of pre-season football (at Bishop's Stortford on July 30) prior to the visit to Nene Park, started on the left side of midfield in a 4-4-2 formation and gave a typically exciting display in the first half, cutting in from the touchline and attacking the Rushden defence whenever possible.
Despite Cole's early prominence though, it was the home side who took an early lead, when striker Warren Patmore headed a Jon Brady cross past David James.
Thankfully, the strike proved to be only a blip and the Hammers soon settled into their stride, creating numerous chances and generally dominating the game.
The expected equaliser arrived on 29 minutes, when Sebastien Schemmel's searching pass down the right found Rigobert Song on the overlap, and the Cameroon international coolly dummied Rushden keeper Turley before slotting home his first ever goal in a Hammers shirt.
The visitors took the lead 11 minutes later. Young Australian forward Richard Garcia, who gave an eye-catching performance in the centre of midfield alongside Senegalese trialist Aliou Cisse, found Bulgarian striker Svetoslav Todorov on the left.
Toddy turned his marker brilliantly before seeing his shot blocked by Turley. However, Paolo Di Canio picked up the loose ball and returned the ball to his young strike partner, who skipped past a defender and the keeper before slamming in from six yards.
The second half saw West Ham's younger contingent handed their chance to shine, with Leon Britton, Jermain Defoe and Adam Newton replacing Schemmel, Di Canio and Cole respectively, but it was senior striker Paul Kitson - on for Todorov - who stole the glory, capping off the evening with a superbly taken effort that found the top corner in the 70th minute.
Defoe had two good chances to add to the scoreline late on but couldn't find the elusive fourth goal as Hammers attacked at will in the dying stages.
The match, a testimonial for long-serving Rushden midfielder Garry Butterworth, signified the Hammers' last test against English opposition before the big Premiership kick off on August 18 and Roeder will now be hoping that Saturday's final friendly against Dutch side Utrecht in Jersey will provide him proof that his side are hitting top form in time for the league opener at Liverpool.