Paul Trollope’s Rovers were the better side throughout against the managerless Championship side and sealed a deserved win in the 84th minute when Lambert’s low free-kick was diverted into the net.

Lambert thought he had won the tie with a fine second-half header but the effort was correctly ruled out for climbing before he struck to knock out the out-of-sorts Saints.

Strike partner Andy Williams had the best chance of the first 45 minutes when he almost capitalised on an horrendous defensive error from Andrew Davies but saw his effort well saved by Kelvin Davis.

Rovers have already knocked out Premier League strugglers Fulham in this year’s competition and showed their intent when they went close in the fifth minute.

A long throw-in was tamely headed away by Darren Powell and Rovers captain Stuart Campbell sent in a dipping volley from the edge of the area which was only just wide of the far post.

The hosts were dealing better with the bobbly pitch and controlled most of the early possession but the Saints had a decent effort when Stern John sent in a long-range strike which nearly caught out Steve Phillips in the Rovers goal.

Craig Hinton then put a volley into the side-netting from a corner as the hosts pushed for the breakthrough – which nearly came in the 35th minute.

David Pipe’s flick-on appeared to pose little threat to the Saints defence but Davies made a complete hash of his clearance and stumbled over the ball.

Williams was onto it in a flash but Saints goalkeeper Davis was quickly off his line to block his attempted chip and full-back Alexander Ostlund recovered to complete the clearance.

Inigo Idiakez whistled a free-kick just over the bar for managerless Southampton as the half drew to a close.

Lambert had the first effort of the second half when he drilled a low drive into the side-netting before Southampton brought on Bradley Wright-Phillips for Idiakez.

Wright-Phillips instantly added some urgency to the visitors and twice he teed up John after powerful surges into the area but both times the former Birmingham striker lashed wildly over the crossbar.

A long throw then caused chaos in the Rovers defence and after Phillips had unconvincingly punched the ball away Jason Euell sent in a low volley which Phillips did well to kick away.

Lambert then chanced his arm from 40 yards after Powell had misjudged a header but looped the ball into the boisterous terrace of Rovers fans behind the goal.

Lambert had those fans in raptures moments later when he rose to head Campbell’s corner into the roof of the net but referee Mike Riley had already blown for a foul by the forward.

The duo combined again with 15 minutes remaining when Lambert headed an excellent inswinging Campbell free-kick onto the roof of the net. But the striker finally got his moment of glory with six minutes remaining when his low free-kick from 22 yards took a deflection off Jermaine Wright and sailed past Davis into the back of the net to seal a memorable win.