The Reds were held to a 1-1 draw by their non-league opponents on Saturday and now face a tricky trip to the South Coast.
"You have got to say that, with home advantage, Weymouth are now favourites and it is going to be very difficult for us," said Megson after the game.
"I don't know what the playing surface is like but it will be a full house and they will clearly fancy their chances.
"We are causing ourselves problems at the moment and just did not do enough."