The 6-0 defeat represented Manchester United's biggest FA Cup win for 33 years - since an 8-2 win over Northampton in which George Best scored a double hat trick - and Paul admits: "It is your worst nightmare, really; we gave away a real sloppy goal early on, then another, and it means you are 2-0 down at Old Trafford - with a limited strike force.
"What really did us, though, was coming out for the second half having talked about upping the tempo and not to concede.
"We ended up conceding two really quick goals, and that is a real nail in the coffin then - it was a case of being a little bit shellshocked.
"The first one Gary Breen made an error of judgment and let Van Nistelrooy round, but you can look at all the goals.
"The performance overall was disappointing from our point of view and that is what hurts. Whether it is lack of confidence or lack of heart, a number of the players just couldn't raise themselves and we gave a very poor display.
"The individuals know who they are and obviously we had a talk in the changing room after the game."
Changes from within the ranks are certain for the Blackburn game, but as for making any loan signing ahead of Friday's transfer deadline, Paul admits: "Glenn has been looking and looking but I don't think there is anyone imminent.
"You can only work hard with what you have got and obviously Tomas Repka is over his ban now and has had time to stew a little bit. He is a very good defender if he is focused right.
"We have to get some sort of defensive unit together otherwise we are not going to survive.
"We are desperate for a win, a clean sheet - and performances."
Although Glenn knows that constant rollickings tend to fall on deaf ears, Paul admits: "There was plenty of that at Old Trafford I'm afraid - it makes it even tougher when the goals are given away the way we did.
"We talked about carrying a feel-good factor through to Wednesday but that certainly hasn't happened.
"Every man now has to look at themselves - including us - dust ourselves down and prepare for Wednesday."
As for the 9,000 supporters who made the trip, Paul adds: "I thought they were absolutely fantastic and I understand some didn't arrive until late because they were stuck on a train so they only saw the second half, and I feel for them.
"They gave us great support - as much as they could under the circumstances.
"If they could have been in the dressing room after the game they would have understood the disappointment of the players."