"I think I have seen enough to say that I have got to make changes in terms of making sure this team is good enough to go up," he says.
The transfer deadline is on Thursday, but he adds:
"Finding players to bring in that are better than your own, in terms of loans, is probably a no-go because there is no one about that wants to loan anyone.
"The Premiership boys have all got small squads and they have all got a shout for something.
"In terms of buying someone I think our funds are so low we would be struggling.
"But with all the good work we have done we have undone it in one game, and that is what I have said to them - we have to go again."
Alan says he is not hiding behind the fact that his side were second best on Sunday, and adds:
"The overriding thing for us was that we were well beaten; Millwall want to have a game where it is 'fight balls' and scrappy - and we never dealt with it at all.
"We got our collars felt and they played well; we didn't deal with the conditions, them, or the whole scenario, and as a team we have to hold our hands up to that fact.
"Obviously my responsibility is to make sure we have got a team that between now and the end is good enough to take us up.
"But on that showing that particular team wasn't good enough - and it isn't going to be good enough.
"I have been in this division long enough to know that yes, we can be good and pretty, and pass the ball around all right, but when it comes to the grind, the need to dog it out, we have got to be better than that.
"When I brought Brian Deane to the club people questioned that but after seeing Millwall you can realise why you need that type of player."
As to whether Dennis Wise's assertion that Millwall, to coin a cliche, 'wanted it more', Alan says:
"I suppose if you were looking from the outside that is a criticism of us that we would find hard to stomach.
"But my summing up to the players was very much along those lines.
"We were getting ragged towards the end, they were keeping the ball, and it couldn't have been a worse day for us.
"Everything that we planned for went against us; Cahill scoring from set plays, when you know he is the danger man, Cahill getting a goal from free play when you know his runs into the box...
"You give information and you expect your team to deal with it.
"We have had to hold our hands up and we can offer no excuses - we were second best.
"And with it being on our patch, so to speak, in terms of it being our nearest rivals, we have let our fans down, and we have let everybody who supports West Ham down."
As for the unrest off the field, Alan says:
"I had too many problems on my own hands so I didn't see what was going on, though of course the police were there.
"We put ourselves in trouble all day long and even when we were down to 10 men we continually passed it back to our keeper, who has just come off the bench, to smash it up the pitch.
"In terms of us, we can't honestly say we got the ball down well and played; we didn't switch it, we didn't get in the game.
"We were still in it at half time but our defensive frailties that have been there all year let us down.
"We are nowhere near as bad as what we showed on Sunday - but we went to Sunderland and got beaten, and the fact is we have gone to Millwall and got beaten, and that has certainly tilted my cage.
"I think Tomas lost his head and will hold his hands up to that; in doing so he has cost us a couple of goals.
"I think our two centre halves weren't dominant enough and our left back pushed in too far.
"Perhaps it shouldn't have been a surprise what we got; we knew what was coming and the players' cards were marked.
"We have gone away with our tails between our legs and we have to make sure that when Saturday comes we give the right reaction.
"Going back to our recent run we have been good and solid - the Sunderland performance wasn't the best, but we were competitive - and on Sunday we weren't.
"We are missing Hayden Mullins and he is used to these sorts of battles from his Palace days; he would have been handy, Steve Lomas would have been - we are crying out for him to be fit but unfortunately it was just too soon for him - and maybe Anton Ferdinand will get a chance now."