The Blades battled hard against a League Two opposition whom had already knocked out Championship opposition in the shape of Preston North End and Wolverhampton Wanderers in their own back yard.
Blades boss Bryan Robson fielded a team above the Shrimps level; but he did replace his strikers with Billy Sharp and Luton Shelton starting up front instead of James Beattie and Jonathan Stead who started at Crystal Palace.
And the £2 million man rewarded his team with his first ever goals for the club, as did Shelton who joined from Swedish outfit Helsingborgs last January in a £1.75 million transfer.
Sharp, 21 netted both goals in the first forty-five minutes of play with Shelton scoring twice in the second whilst Hendrie scored his first goal for the club since his free transfer from Aston Villa.
Morecambe, the Football League virgins who are just dipping into League Two for the first time in their history had already disposed of a duo of Championship clubs but did well in the first half to fend the home sides advances.
Shelton used his wit and speed to set up the Blades opener on 18th minute; he turned three defenders before slipping to Sharp who struke into the top of the goal with his left boot from ten yards out.
However poor defending allowed Craig Stanley in with a chance on half hour - but the midfielders strike was tipped over the bar in a fashion by regular keeper Paddy Kenny before the home side doubled their lead three minutes later.
Derek Geary, who had returned to the side after a three match ban threaded the ball through to Sharp who ran into the area before looting the ball past Joe Lewis from a 16 yard distance.
Former Blade Michael Twiss saw his curling cross cut out by Kenny before the 'Shelton Show' kicked in, the Jamaican international ran onto Stephen Quinn's pass to round keeper Lewis and dispatch into an empty goal on 52nd minute.
On 67th minute Lee Hendrie opened up his Blades account before Shelton doubled his goal tally four minutes later.
The Blades hurry into round four and could face Premiership opposition in the likes of Arsenal or Liverpool; whilst Chelsea (at Hull City) and Everton (at Sheffield Wednesday) could be also in the hat if they beat their opponents on Wednesday night.