Ref Andy Woolmer ordered the penalty to be re-taken twice after his assistant Steve Creighton ruled that the United goalkeeper had moved off of his line twice when saving from Gary Alexander but he was well beaten when Dave Martin stepped up to take the third attempt.
TV replays showed that Lewis had indeed moved off his line on all three occasions and that Creighton had made the correct decision but this doesn't appear to be enough for Lewis and Peterborough United.
"It's a sickener that I saved two penalties and neither counted," moaned Lewis. "The ref wouldn't even tell me why. The linesman told me it was because I had come off the line.
"I got the feeling they wouldn't be happy until Millwall had scored. I wondered if it was worth diving for the third. Had I saved that they probably would have made them take it again."
However, despite the rules being very clear about keepers moving OFF of their line before a kick is taken - and referee advisor Dermot Gallagher insisting that the officials had got it right on the night, Lewis still thinks he is being persecuted.
"I don't think I did anything wrong," he cried.
Older readers may remember the same thing happening to Millwall goalkeeper Bryan King in the early 70s. However, unlike Lewis, King saved all three spot kicks - and the rules were far less lenient back then.