Manager Neil Warnock's decision to rest leading goalscorers Steve Kabba and Neil Shipperley paid dividends as their replacements Vincent Pericard and Danny Webber bagged three goals between them.
Millwall were also missing their first-choice partnership Carl Asaba and Barry Hayles. Colin Lee opted to play Ben May as a lone striker with Allan Dunne and Josh Simpson supporting from the wings.
It was the home side who made the better start and it was Dunne who missed a great chance to open the scoring when he headed May's cross straight at Paddy Kenny from eight yards.
That was as good as it got for the home team as United started to dominate the game. Jody Morris nearly scored an own goal from Paul Ifill deflected cross and Webber pulled a shot just wide from 18 yards.
The away side took the lead after 35 minutes, Webber picked the ball up 30 yards out and was allowed to advance with the ball before lashing home from the edge of the penalty area.
Three minutes later and United doubled their advantage when Pericard headed home at the back post after Chris Morgan had flicked on a David Unsworth corner.
Millwall were now being outclassed and despite changing to a 4-4-2 formation, they never looked like getting back into the game.
Instead United's attacking trio of Webber, Pericard and Ifill were carving Millwall open at will. On 68 minutes substitute Alan Quinn put the game beyond doubt as he curled a 20-yard free-kick into the top right-hand corner of the net.
Webber rounded off the scoring with 17 minutes remaining when he went on a mazy run from inside his own half before coolly slotting the ball past Andy Marshall.