Millwall were on the end of a harsh defeat at The Den this afternoon against high-fliers Southampton.

Saints striker Rickie Lambert grabbed a hat-trick, but it was the decision to award the visitors a second penalty just two minutes after the first in the final stages, which will provide the main post-match talk.

It took 10 minutes for the first chance of the match and it came through a stunning 25-yard effort from the top scorer Lambert.

The Football League's Championship Player of the Year took a touch unmarked in the middle of the park, before unleashing a thunderbolt, which had loan goalkeeper Maik Taylor scrambling backwards, only to see the ball cannon up off the crossbar.

But five minutes later, Lambert was on the scoresheet for the 22nd time this season in the league when he put Nigel Adkins' side ahead.

Morgan Schneiderlin burst down the left from a ball over-the-top, before cutting into the danger area and squaring the ball across the six-yard area for Lambert to side-foot the ball high into the net via the crossbar.

However, the lead was shortlived, as just minutes later, Millwall equalised through Andy Keogh.

The frontman ran at the visitors' defence down the right, cut into the box and fired home via a deflection off Jose Fonte on the line.

And it wasn't long before the next goal in this frenetic encounter occured just before the half-hour mark.

A Lions corner was whipped in towards the far post, headed back across goal, and the ball looped up for captain Paul Robinson to rifle home an unstoppable volley.

The Saints were shellshocked, but they did try and force an equaliser of their own through captain Dean Hammond and Brazilian Guly Do Prado shortly afterwards, but their efforts sailed wide of the goal.

Kenny Jackett's side were worthy leaders at the break, but you sensed there would be more goals to come in South London.

However, just two minutes into the restart, Southampton went very close to grabbing a goal back through half-time substitute Steve De Ridder.

A cross into the box found Lambert at the back post, and the striker played the ball back to De Ridder 12-yards out, but he saw his goal-bound effort headed clear by Robinson.

Millwall should have extended their lead on the hour-mark when Hameur Bouazza was sent clear down the left, but his shot inside the box was saved by Kelvin Davis' legs.

After a two corners in quick succession, Darius Henderson saw a goal-bound header cleared to safety, before Saints goalkeeper Davis nearly made a mess of clearing a through-ball outside his box midway through the second period.

Harry Kane replaced the tireless Henderson after 76 minutes, but neither side could force any further chances heading into the final 10 minutes.

But, on 84 minutes, the Saints were handed a lifeline when a Millwall player was adjudged to have felled the onrushing Lambert following a cross from substitute Billy Sharp.

And Lambert stepped up to send the ball high into the top right corner.

But, the Lions weren't expecting what was to happen just moments later, as the Saints were awarded another penalty after Alan Dunne was adjudged to have handled inside the area.

Lambert, under enormous pressure, sent Taylor the wrong way again to cooly convert Southampton's third, which proved to be winning goal for his 24th league goal of the season.

The result was harsh on Jackett's side, who had battled well throughout until the Saints' first spot-kick, and the boos towards referee Fred Graham rung out at the final whistle.

The Lions remain on 37 points, while for Southampton, their bid for a return to the Premier League was duly strengthened.

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Millwall: Taylor, Dunne, Robinson, Ward, Smith, Henry, Wright, Abdou, Bouazza (Feeney 89), Henderson (Kane 79), Keogh. Subs not used: Forde, Craig, Barron.