The Forest boss saw his team slump to a 3-2 defeat by Macclesfield in last night's Carling Cup tie to add to the pressure caused by a bad start in the league.
Megson told the club website: "What has made me most angry is that as soon as we go 2-1 down to a team from a lower division than us, we then play in the second half like we should be playing all the time.
"If we play like we did in the first half, which is strolling about thinking the world owes us something, we're going to struggle all the time."