They gave their full backing to Michael Carrick when he came on at Spurs on Saturday after being put on the bench to make way for Steve Lomas, and Nigel says:
"I didn't expect anything else from the West Ham supporters; they are die-hard and will support their team through anything.
"There are no questions aimed at them; they are behind us all the way and we really appreciate that."
Looking back to Sunday's slip at Spurs, he says:
"I think we have shown a lot of character all the way through, so it was disappointing to lose to a deflected goal against Spurs after having a man sent off and coming back into it.
"It is not a problem, it is a frustration; to lose to a deflected goal is hard to take, sometimes.
"Nothing seems to be going right at the moment, but if we keep going I am sure we will turn it round."
Nigel was, of course, a substitute himself, but he didn't have to wait long before coming on as an early replacement for the injured Tomas Repka.
"Losing Tomas to an early injury was one thing but we have got a decent squad and I think we coped with that well," he says.
"We have just all got to stick together and we have got to work on individual things and work as a team; there is enough quality here to sort things out."
Paolo Di Canio made his second start of the season at White Hart Lane, and Nigel adds:
"Paolo has been out for a long time, and, however good a player you are, it still takes a while to get match fit - if anyone can get back quickly it is Paolo, because he is such a dedicated professional."
Nigel is hoping for the first clean sheet of the season at the weekend, and adds:
"We gave three goals away again so as a team we have to work hard to make sure we score on a regular basis - and get some more shut-outs."
A defeat or draw would mean it is West Ham's worst start to a season in history - while not even a win would take West Ham above second from bottom Newcastle.
But Nigel insists:
"We don't really worry about other teams, we worry about ourselves, and we are in this position because we obviously we have not played well enough - we have to get out of it."