Stevenage manager Gary Smith refused to throw in the play-off towel despite a 3-0 defeat at Tranmere in League One on Friday.
The Merseysiders were soon in the driving seat with Jake Cassidy scoring from close range in the second minute and then heading in from a corner 10 minutes later.
Lucas Akins sewed matters up with a 77th-minute strike at Prenton Park.
"It was certainly not a good day for us," admitted Smith. "We are finding things tough just now. It is a long time since we conceded two goals from dead-ball situations and there was not enough of a goal threat from us.
"Tranmere showed a lot of passion and played very well. They had a terrific start and had a cutting edge and generally we were on the tail end of things.
"But there is still fight in the dressing room and no-one will be giving up just yet. We have pulled ourselves out of the mire on previous occasions and can do so again. But it is a very tough challenge for us."