A JIMMY Anderson goal four minutes from time stunned the 349-strong crowd, which was also caught on camera by BBC Wales.
Nobody seemed to give the Linnets any sort of hope whatsoever to come out of this cup-tie with nothing other than a defeat but, having already dumped Sittingbourne, Molesey and Chippenham out of the competition in previous rounds, there was always going to be a fraction of hope.
That fraction of hope turned to jubilation of great magnitude and, even a coach journey home that included a two-and-a half-hour five-mile crawl on the M4 because of a lorry catching fire, couldn't spoil the New Forest party.
The only goal of the game came from Anderson with in the dying minutes, leaving Linnets manager Ian Robinson biting his nails as he prayed for the final whistle.
"It was superb and the boys have done the club really proud," said Robinson.
"It was really competitive and well contested and it didn't have any nasty edge to it which was good.
"That was the longest four minutes of my career and then the referee added another seven minutes to make it worse.
"It is no good for me - I'm getting too old and my blood pressure must have shot up.
"I can't believe it though and we had tears in our eyes at the end."
Merthyr, predictably, had chances to open the scoring themselves on a couple of occasions but were unable to make the breakthrough.
And as the game looked to be heading for a replay at Fawcett's Field, Mark Clothier got behind the full back and delivered a cross for Anderson to rise above the Martyrs defence to majestically head home a dramatic winner.
The Linnets have now equalled their best ever run in the FA Cup, which was only one year ago when they reached the same stage of the competition before eventually exiting via a 5-1 defeat at Salisbury City.
Robinson is hoping this time around they can make more history by going that one stage further and finding themselves in the hat for the first round proper, which would be a remarkable achievement.
He added: "I'm hoping we get a home draw against anyone really.
"You've got to look at it now and think we must be the weakest side left in the competition. I would imagine now that everyone will want to play us.
"You never know though, that might work to our advantage. It would be nice if we get Salisbury again so we could put right the wrongs we did up there last time.
"I don't know how much more we can push our players though.
"This was a massive win for us and it is really emotional at the moment so we've got to get our feet back on the ground and knuckle down again."
Robinson's troops have gone on a superb run of victories recently, which has seen them get this far in the FA Cup, on top of beating Wimborne Town, Andover and Winchester City in the league.
And Robinson puts it down to a stern talk with his players after the shock defeat at Cowes Sports on September 11.
He added: "We sat down by the centre circle after that game and we made a pact that we would try to go 10 games without defeat and the 10th game is Hamble on Saturday.
"I didn't think during this run we would have had to have beaten Sittingbourne, Molesey, Chippenham and now Merthyr, which is a tremendous sequence of wins."
Linnets will learn of their fate in the fourth qualifying round of the FA Cup today.
Lymington and New Milton: Watson, Curtis, Towler, Sheppard, P Smith, Thomson (T Smith 70), Anderson, Reacord, Carter (Clothier 70), James (Crook 60), Jackson. Unused subs: C Smith, P James.
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