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May, who has continually failed to live upto expectations since breaking into the first team as an 18-year-old, asked for a move after being barracking by fans at a recent away fixture and secured a three-month loan deal with Championship outfit Scunthorpe United.
But speaking to the News Shopper, Donachie made his feelings on the matter quite clear.
"If I was dropped or taken off or the crowd gave me stick, I would say all right, I'm going to show you.
"Those are the sort of people you need, not ones when they get a bit of stick, they say they want to go somewhere else.
"I've had stick as a player and a coach, it is easy when things are good, but when you get some stick, that is the test."
As for the player's future, Donachie was unsure whether the striker still wanted to be at the club.
"I'd like him to stay, but it is entirely up to Ben if he wants to play for Millwall.
"If Ben says I want to go out on loan', this tells me he is not prepared to battle and stay in the team."