Darren Patterson had asked his players to cut out the individual mistakes which had cost them in two previous games this season against Aldershot, but it didn't happen.
Barry Quinn and Billy Turley both looked at fault when the Shots took the lead in the 66th minute, after the U's had given as good as they got against the Blue Square Premier leaders.
But this was a fully commited and heartening performance from United who, although they again didn't score, at least looked to have a proper partnership up front in Justin Richards and Matt Green.
And they were unlucky not to equalise when substitute Matt Day beat keeper Nikki Bull with an angled 20-yard drive from the right, only to see it smack against the bar.
If Green had been the better of the two strikers against Grays last Saturday, this time it was ex-Kidderminster man Richards, who put himself about to great effect.
Another good individual performance came from Eddie Hutchinson, who was recalled to central midfield, and never stopped running and battling for the ball.
After Torquay's win over Histon on Monday night, Aldershot's lead at the top of the table was down to three points and, having lost their previous two games, they were in a determined mood in what was an incredibly frantic start to the game.
United started very positively and in the opening 20 seconds Richards thought he should have had a penalty as Rob Gier just managed to put the ball out for a corner.
Moments later Green broke clear on the right but his pass out wide to Hutchinson was overhit and the midfielder couldn't get there before Bull.
Aldershot soon mounted threatening attacks of their own, and Turley saved well at virtually point blank range when John Grant rose at the far post to meet Joel Grant's left-wing cross.
Turley had to deal with a couple of low drives, from John Grant and Louie Soares, but it was an almost ridiculously open and end-to-end opening to the match, and back down the other end, Richards fired in an angled left-foot drive that Bull saved on his knees by his near post.
Hutchinson was back in the team in central midfield, allowing Phil Trainer to occupy a left-sided berth, and Yemi Odubade dropped to the bench.
The contest lost some of its fire and intensity midway through the first half, but the visitors remained a threat with their front two of Richards and Green keeping the Shots defence on their toes.
Both keepers made further routine saves before the end of the half, and although Aldershot just shaded the play, Patterson must have been delighted with how his team had played in the first 45 minutes.
James Clarke gave Danny Hylton just a bit too much room early in the second half and the Shots striker drilled a fierce shot from the edge of the area just past the angle of Turley's post and bar.
Clarke did though get in a vitral last-ditch tackle, and although the U's failed to completely clear the danger, Turley was right behind John Grant's shot when he spun and had a blast from 18 yards.
Miway through the second half, however, United fell behind following a couple of bad individual errors.
Quinn gave away an unnecessary corner after a mix-up with Turley, and both these players looked partly at fault when the flag kick came in.
John Grant headed in from only five yards out, when Turley should probaby have come for the corner, and Grant had outjumped Quinn to meet it.
United's skipper managed a brave block a few minutes later, which left him winded.
Odubade, who replaced Green, went on a blistering run down the right which he started by flicking the ball over the head of his marker. He sprinted past centre half Anthony Charles but he ended it with neither a shot nor cross and it was a good opportunity gone.
Hylton struck a powerful 20-yard blast that bounced in front of Turley and came back off his chest, but he was alert enough to dive on the loose ball before any marauding Aldershot players.
Day replaced Clarke and he was desperately unlucky not to level with his excellent strike from the right.
But it wasn't United's night as they fell to an eighth successive away defeat.
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