United started off the game on a positive mood and nearly took the lead when Allison's shot was saved by Brighton keeper.
The Seagulls where the better side for five minutes later but failed to create any chances.
Neither side had any chances with possession being 50/50 until 23 minutes gone when Gary Hart headed home.
Two minutes later Boulding had a chance to equalize but his shot was saved at was cleared for a corner.
On 32 minutes United had a free-kick on left hand side but Tonge's long cross was cleared out for a corner by keeper (had David Seaman being in goal United would have scored), the resulting corner came to nothing.
Two minutes later Bobby Zamora's low clear cross was met by Graham Barrett who put The Seagulls 2-0 up.
In last 11 minutes neither side could create any chances however Brighton had all the play and almost came close to scoring through Zamora but Page cleared.
Half-Time: Brighton & Hove Albion 2-0 Sheffield United
At half-time neither Brighton or The Blades made any substitution changes to their sides.
The Blades started off poor but United had a few changes from McCall's free-kick. On 20 minutes Carl Asaba came on for Michael Boulding.
Asaba was soon into the game when Allison's header down found Asaba with six yards from goal which his shot sadly hit the post.
A minute later Robert Kozluk came on for Robert Page. Stuart McCall came off for Jon-Paul McGovern as well.
With 20 minutes to United pulled a goal back when Michael Brown struck threw a crowed of Brighton players from 20 yards out which found corner of the goal. A minute later Carl Asaba got to a high cross but his header was well saved by keeper.
A few minutes later United got a free-kick in front of goal, it deflected off the wall and Steve Yates shot went straight to goalkeeper.
With 7 minutes gone since last goal United finally drew level when Michael Tonge's mazy run nearly saw him round keeper but he decided to square it to Carl Asaba who finished with style.
Minutes later United got a deserved penalty when Kuipers brought Carl Asaba down. Carl Asaba took it and scored, 2-3.
Moments later United got another penalty when Allison was pushed down, Carl Asaba had to take it to complete a hat-trick, he did and made it 4-2.
Brighton tried very hard to get back into the game but couldn't and United won amazingly 4-2.
Full-Time: Brighton & Hove Albion 2-4 Sheffield United
United played very poor throughout the game and deserved really to lose the game, however it was The Blades Yorkshire grit that got them through it and somehow won 4-2.
Man of the Match: I'm going to give the man of the match award to a player who was only on pitch for ten minutes and won the game, yes its Carl Asaba.