THE full value of having a proven goalscorer in your side was never more graphically shown than in Saturday's game at the New Den.
In centre-forward Neil Harris the Lions have one of the most sought-after properties in the lower divisions and on this performance it's not hard to see why.
The former stockbroker who was snapped up from non-league Cambridge City proved to be the difference between the sides, scoring two goals, making another and generally looking a danger whenever he caught a sight of goal.
The 4-0 scoreline was a travesty on the balance of play but if you don't take your chances and allow players of the calibre of Harris the space to do damage it's bound to end in tears.
On a high from their three game winning run Andy Preece's side rolled into South Bermondsey confident of taking something back north for their trouble.
And in fairness they looked well capable of doing just that in the opening half hour.
There was little to see from the home side as an attacking force yet at the other end the Shakers, encouragingly, began to carve out openings.
Both Chris Swailes and Steve Redmond should have done better with free headers in front of goal and Ady Littlejohn almost broke the deadlock when he capitalised on a poor header from home debutant Sean Dyche with a snap shot from 20 yards that found the sidenetting.
But goals change games and after 27 minutes the Lions took the lead courtesy of that man Harris.
It followed a quickly taken free-kick - harshly given against Jason Jarrett - which resulted in the Millwall man turning both Swailes and Sam Collins before cutting across the face of goal, past Redmond and poking the ball past Paddy Kenny - pure class!
Nine minutes later skipper Nick Daws went close with a superb free-kick from 20 yards that former Liverpool 'keeper Tony Warner did well to palm over the bar.
But five minutes from the interval the Lions doubled their account when Lucas Neill was allowed a free header from Belgian winger Christophe Kinet's deep cross.
It was untypical slack defending from the Shakers but ultimately proved to be the turning point.
Preece threw caution to the wind at the interval replacing defenders Redmond and Dean Barrick with himself and Indian international Bhaichung Bhutia in a bold attempt to drag his side back into the game.
And for most of the second half it looked like they might do it as they forced the desperate Millwall defence to put in some brave blocks and challenges.
A goal during this period would have really have put the cat among the pigeons but too often the final shot was off target.
Jarrett and Daws both saw powerful low shots scream just wide of the post and Bhutia underachieved with a free header from a Littlejohn cross that he put straight down Warner's throat.
As Bury pushed forward the home side began to find space to utilise on the break.
But there was no excuse for Millwall's third goal when Harris's left wing cross was headed powerfully home by Dave Livermore who stole in unmarked to give Kenny no chance.
Bury's misery was complete seven minutes from time when a calamitous weak backpass from Collins was seized on by Harris who had all the time in the world to audaciously lift the ball over a stranded Kenny for the Lions fourth.
BURY FORMGUIDE: Kenny 7, Billy 7, Collins 5, Redmond 5 (Bhutia, 45), C. Swailes 6, Reid 6, Daws 7, Littlejohn 6, James 6, Jarrett 6, Barrick 5 (Preece 45). Subs not used: Forrest, D. Swailes, Halford.
ATTENDANCE: 10,203
REFEREE: Mr T. A. Parkes
SHAKERS boss Andy Preece refused to be downhearted after his side's heaviest defeat of the campaign.
He chose to look on the positive side pointing out that Millwall were only on top for a short spell in each half.
"I can still take a lot of encouragement from that performance," he explained. "They had a ten minute spell in the first half when they scored twice and ten minutes at the end when we let it slip.
"It was just a lack of concentration that let us down we've got to learn that the better sides will punish us if we don't keep focused.
"But it's not all doom and gloom, we won't lose any confidence after that result, we're still third in the league - above Millwall - we'll just kick on from here and bounce back like we have in the past."
Preece's decision to go for broke after half time ultimately didn't pay off but it was a gamble that he felt he had to take.
"Up until they got their third goal after 77 minutes I felt we could still get something out of the game," he added.
"They looked stretched at the back and if we'd have pulled a goal back it would have been game on!
"But Harris is a quality player and he punished us in the end. If you have someone like that who can create a goal out of nothing you always have a chance."
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