After a goalless first leg at Broadhall Way, a game short on quality and clear-cut chances appeared destined for extra-time until second-choice striker Chris Porter headed home an 85th-minute winner to clinch a 1-0 aggregate win and set up a final showdown against the winners of Tuesday night's other semi-final between Huddersfield and MK Dons.
"Now for the hard part - big style," said Wilson. "It's a difficult one to call with the two teams in front of us. Everybody will suppose a 2-0 lead will be enough for Huddersfield to get through, but you just never know. We've just seen tonight how tough the second leg can be."
Blades right-back Matt Lowton produced a rare moment of class late in the game to supply an inch-perfect cross for Porter to head home the tie's only goal.
Porter was denied in the seventh minute by Stevenage goalkeeper Chris Day's brilliant reflex save, but until Lee Williamson and Matt Hill - with a 30-yard thunderbolt - threatened in the second half, the game was void of decent chances.
"I think we did deserve it," said Wilson, who felt his side did create chances. "We take nothing away from Stevenage by the way and they have been in the two games. We shaded it and we played some great stuff at times. We were incisive and created a lot of chances in the second half. It was a real good cup tie."
Stevenage manager Gary Smith, who replaced Graham Westley in January, could not hide his disappointment.
The Hertfordshire club were chasing a third straight promotion after a meteoric rise from the Blue Bet Square Premier Division to npower League One, but found it a bridge too far in South Yorkshire.
"It is very disappointing," Smith told Sky Sports. "I thought we'd weathered the storm enough to get to extra-time. But I suppose if I get a little longer to think about it they created one or two better chances than we did."
Smith added: "On games like tonight and occasions like tonight you have got to threaten your opponent's goal and we just didn't do enough. Of course we wish Sheffield United all the best. They played ever so well tonight and we probably always knew a goal might be enough to take either side through."
Source: PA
Source: PA