It was Blades substitute Wayne 'The Chief' Allison who fired home to win the game.
Neil Warnock had thrown on Allison as well as Paul Peschisolido with only 10 minutes left in a double substitution and it looked as though his tactics worked.
The winner came when another substitution, Carl Asaba worked very hard on right hand side to cross the ball in very low where Allison just chipped it over Latvian International Goalkeeper Alex Kolinko and send it into top left hand corner.
The Blades had taken the lead, Phil Jagielka found Steve Kabba where is side pass through defenders found Dean Windass where he finished from 10 yards out.
Warnock fielded the very same team that was involved in the 5-0 thrashing of Bradford City, this meant that home debuts were given to forwards Windass and Kabba. Kabba was playing against is old club as United had signed Kabba from Palace for £250,000 two weeks ago.
Even though United were 1-0 up they were still under pressure from a Palace team that was trying to catch up on points after losing 1-0 to Reading in midweek.
The Eagles won a second-minute corner where United originally
cleared, but ex-Blade Shaun Derry crossed ball into area where Andy Johnson's smooth header was turned round post by Paddy Kenny.
In the return corner Johnson got in again but Kenny saved his header.
United took control after Eagles early pressure and won a fair few corners. Shaun Murphy was only five feet away from goal when his shot went wide, but moments later Windass made the breakthrough.
In the second half Finland International Aki Riihilahti fired home for Eagles equaliser after Trevor Francis had put him on as a substitute.
The goal came when Andy Johnson crossed and Riihilahti swept the ball past keeper Kenny in 69th minute for the leveller.
With the score still 1-1 Palace almost took the lead in a identical move, Johnson crossed again and Dale Adebola shot at goal from 13 yards out only for it to smash against the crossbar. He then hit a 20 yard out shot which forced Kenny into a superb save. Allison then had the last laugh has he put in the winner.
Man of the Match: The game had its ups and down, Stuart McCall had a good game, as did Paddy Kenny but I think on his home debut Steve Kabba had a brilliant game and will get my man of the match award.