They left it thankful not to have been on the end of a hiding.
But just as it was keeper Nikki Bull who made a series of stunning saves to keep the Shots in with a shout of a replay, it was unfortunately his only mistake five minutes from time that led substitute Leo Fortune-West grabbing a deserved winner.
It certainly topped off a fine week, United sending Conference favourites Torquay to their first home defeat followed by the news that boss Jimmy Quinn and assistant boss Alan Lewer had signed new deals keeping them at the Abbey until 2010.
Now they are in the hat for second round of the Cup, just a win away from a potential tie against one of the Premier League big boys.
Aldershot showed they were a dangerous side who will be at the business end of the Blue Square Premier when they held United to a 1-1 draw in the league in September.
And when they had the ball, often in breakaway situations, the Shots again proved to be a handful.
But for long stretches of the game it was all United as they strung together piercing moves that, much of the time, deserved more than they received.
Inside the first five minutes, Mark Peters fired over from 12 yards while Bull was forced into good stops to deny Rob Wolleaston, again a dominant force in midfield, and Lee Boylan.
It was not all plain sailing for United, though, as Mark Albrighton went down in a heap after colliding with Peters as they both went to close down Joel Grant after just quarter of an hour.
Peters was soon on his feet, but the stand-in captain was stretchered off with a knee injury to be replaced by Gavin Hoyte.
Normal service was resumed when Darryl Knights cracked a powerful blast against the underside of the bar after being picked out by Dan Gleeson and even Michael Morrison was tempted to have a go with a 40-yard rocket that was well tipped over by Bull.
Wolleaston was harshly booked for diving midway through the first half after being held back by Ricky Newman in the area, the dumbfounded midfielder and three sides of the ground feeling it should have been a penalty.
But from a quick counter-attack, Aldershot went ahead around the half-hour mark as a long ball was flicked on by Grant for Johnny Dixon to beat the napping defence and coolly slot under Danny Potter, making his return from a finger injury.
United kept their heads up and continued their high-tempo passing game, which were close to being rewarded before the break when Scott Rendell, Wolleaston and Boylan all having decent chances.
Referee Gary Sutton was booed off the pitch at half time following a series of strange decisions, as well as being berated by both Lewer and Potter.
There was no let-up from United after the interval as they attacked at every opportunity, Stephen Reed stinging Bull's hands with an early 25-yard drive.
Quinn's side finally got the equaliser just after the hour when Darryl Knights beat Anthony Straker at the byline and crossed for Boylan to head home from close range.
Rendell and Courtney Pitt both forced Bull into excellent saves before Fortune-West was brought on for the former 10 minutes from time.
Fortune-West duly obliged by slotting home the winner with his first goal for almost two months after Bull missed Reed's free kick and fell to the ground, the ball seemingly taking an eternity to roll over the line.
But with tie heading into injury time, a replay looked on the cards when Grant appeared unmarked in the six-yard box. Justice was done, however, as the Shots striker somehow fired inches wide with the goal at his mercy.
And just to round off a miserable day for the visitors, Scott Davies was sent off for throwing the ball into Pitt's face.