Jay Simpson scored both goals as the Tigers punished a below-par display from Millen's side.
"We have been on a good run, and I think the most disappointing thing about the game was that we didn't perform as we have been doing," Millen said.
"We have probably forgotten what it is like to play away from home because we have had three home games in a row and it seems like a long time since we've been away.
"When you are away from home, you need to have a different mentality. We spent too much of the game in the comfort zone and were not aggressive enough in our play. I don't think there was much between the two teams in the game. I thought we had the better chances in the opening 10 minutes or so and their crowd went a bit quiet.
"But their first goal was scored too easily following a throw-in, and the goal in the second half was scored on the counter-attack, so both were disappointing from our point of view. We didn't really see any response from the lads until after the second goal, which was too late. In games you can't wait until you are one or two goals down before starting to play.
Source: PA
Source: PA