On a freezing Tuesday night a three minute double salvo in injury time sent the Town fans home feeling warm.
After falling behind, Town showed real character to continue pressing and got their reward late on when Lee Peltier and Gary Roberts saved the day with two tidy finishes to send the Terriers into the second round.
Lee Clark surprised many by setting Town up in a 3-5-2 formation, pushing Lee Peltier up on to the right side of midfield and placing Gary Roberts just in behind the front two of Alan Lee and debutant Benik Afobe.
Antony Kay was the first Town player to take a shot in anger; however, his opening minute effort went high and wide of The U's goal.
The 4th minute of the game offered Town their first real opportunity on goal. A reckless tackle on Alan Lee by David Partridge resulted in referee Salisbury awarding Town a free-kick 22 yards out. There was a queue of Town players lining up to take a strike at goal; however, it was the surprise option of Peltier who rifled a shot narrowly over Daniel Naisbitt's goal.
Town were on the charge again in the 6th minute when Graham Carey tested United's keeper with a stinging volley from the edge of the area. Sadly for Carey, Naisbitt produced a smart stop; the resulting follow up was well defended by the Cambridge defence who cleared the ball to safety.
In the 13th minute Cambridge produced the best opportunity of the game thanks to the scintillating pace down the right of Wayne Gray. His ball across the box was well attacked by United's Daniel Wright, who, with an outstretched right leg failed to hit the back of the Town net and instead saw his effort fly high into the stand behind Ian Bennett's goal.
BOOKING - Town's keeper Ian Bennett was the first to go in the referee's book in the 18th minute when he brought down a Cambridge attacker just outside his penalty area. The resulting free-kick found the head of United's central defender Partridge who saw his downward header well saved by Bennett.
Cambridge had another sight of goal minutes later when a free-kick taken from the opposite side as the previous one was met by the head of Partridge. Luckily for Town, United's number six was unable to direct his glancing header on target.
Town immediately hit back, roared on by the Town faithful, Roberts was played in behind United's defence by a brilliant slide rule pass. The winger took the ball in his stride and looked to bend the ball past 'keeper Naisbitt; sadly, Roberts scuffed his effort and Naisbitt managed to get down quickly to smother the shot.
In the 30th minute Town reverted back to their familiar formation of 4-4-2, with Peltier slipping back in to right back spot and Roberts replacing the void left by Peltier on the right of midfield.
Town began gaining some control of the game after Lee Clark's alteration and were almost rewarded in the 33rd minute when Lee produced a good save from Naisbitt. Following some impressive play by Afobe, Lee was laid off on the edge of the area with time to shoot. Sadly for the Town fans braving the cold, his effort was saved comfortable by United's 'keeper.
Ian Bennett had to produce his best save of the game in the 39th minute, thwarting the effort of United's midfielder Simon Russell. The midfielders great run was found with an even better pass by Gray. Russell collected the ball and steadied himself before powering a low shot at Bennett which he dealt with using his legs.
BOOKING - Cambridge's skipper (Paul Carden) found himself entering Mr Salisbury's book in the 41st minute. The midfielder prevented Town from counter attacking by pulling back the shirt of Robert's.
HALF TIME - TOWN 0 UNITED 0
A scuffle involving Kay and Wright was the first action of the game, the pair were reprimanded and play was restarted with a drop ball.
Following the drop ball United's Robbie Willmott had a strike at goal just to the left of Town's penalty area. Willmott connected well with the ball but was unable to force Bennett into action.
BOOKING - Kay and Wright were at it again in the 49th minute, which resulted in the referee branding Town's centre-back with the first caution of the second half.
Cambridge had begun the half excellently and were preventing Town from getting out of their own half. A cross/shot by United's right-back Kevin Robert's forced Bennett into his first action of the half when he had to acrobatically tip the right-backs effort over the bar.
GOAL - From the resulting corner, Jennings swung in a pin point cross which was met with timing by United's Rory McAuley. The midfielder had lost his marker and from 6 yards out duly obliged by heading the ball down past an outstretched Bennett to make it one nil in the 53rd minute.
BOOKING - McAuley was shown a yellow card for over celebrating his goal with the jubilant travelling fans.
SUB - In the 55th minute United's dominance forced Town's boss into making two tactical switches. Alan Lee was replaced with Jordan Rhodes and Antony Kay was replaced by Jamie McCombe.
Following Rhodes's introduction, the striker forced Naisbitt into two saves. Firstly, the forward hit a curling shot from the edge of the area straight at the 'keeper and did the same again minutes later when his header from 12 yards was saved comfortably.
BOOKING - Wayne Gray was the fifth player to have his name taken by Mr Salisbury's. Gray was punished for making a rash challenge on Graham Carey.
Town's pressure began to build on the Cambridge goal. Two efforts in two minutes almost drew Town level. Scott Arfield's half volley from the edge of the area had United's 'keeper Naisbitt beaten, however, Kevin Robert's had managed to get back onto the line and clear the danger. From the resulting clearance Gary Robert's attacked with trickery down United's right flank. Using his quick feet the winger made room for himself and hit a curling shot from the edge of the area which went narrowly wide.
SUB - Clark made his final change of the night in the 68th minute bringing off Carey for Joey Gudjonsson.
BOOKING - The referee was forced to get his card out again in the 69th minute when another United midfielder, this time Willmott, was shown a yellow for fouling Gudjonsson.
The Terriers created their best opening of the game in the seventieth minute thanks to the creativity and skill of Gary Roberts. The winger turned his marker inside out before setting up an unmarked Afobe 12 yards out. The youngster timed his run and shot to perfection but was unable to beat Naisbitt who at this point was keeping his side ahead.
BOOKING'S - Mr Salisbury produced two yellow cards in the 79th minute one to either side. Firstly, Town's winger, Roberts, went into the book for tripping his namesake Kevin Roberts. Then, following some confusion over who was going to take United's free-kick Naisbitt was cautioned for time wasting.
Town continued to lay siege to Naisbitt's goal and it was Rhodes in the 81st minute to test the seemingly unbeatable goalkeeper. After some good interplay in the middle of the park Rhodes was released down the Cambridge left. Following a good first touch he fired a low effort towards goal which was saved excellently by Naisbitt.
As the game entered its latter stages Jamie McCombe was pushed forward to act as a makeshift forward.
GOAL - The Terriers continued to ask questions of the Cambridge defence as time ticked on and it looked as if they would go unrewarded. However, an unlikely hero in Lee Peltier stepped up to the plate to hammer home a volley from 12 yards out and send the Town fans into rapturous applause. The goal came in the first of five minutes of injury time and set up an exciting finale.
GOAL - Town's best move of the game in the fourth minute of stoppage time was finished excellently by the impressive Roberts. Some neat interplay between Johnson and Gudjonsson found Arfield 12 yards out. His effort was well saved by United's 'keeper but his parry found Gary Robert's who from 2 yards out made no mistake.
Town's team (3-5-2):
Ian Bennett, Liam Ridehalgh, Peter Clarke, Antony Kay (Jamie McCombe - 55), Lee Peltier, Graham Carey (Joey Gudjonsson - 68), Damien Johnson, Scott Arfield, Gary Roberts Alan Lee (Jordan Rhodes - 55), Benik Afobe.
Unused Subs: Alex Smithies, Nathan Clarke, Chris Atkinson, Aidan Chippendale.
Town: Bennett (18), Kay (49), Roberts (79)
Cambridge: Carden (41), McAuley (53), Gray (66), Willmott (69), Naisbitt (79)