Sam Allardyce's side, who have not won since the opening day, twice squandered the lead at Upton Park, with Leighton Baines netting a set-piece double for the unbeaten visitors.
That, along with debutant Romelu Lukaku's late strike, wiped out Ravel Morrison's first-half effort and a penalty from Mark Noble, who was later sent off in conceding one of the free-kicks from which Baines scored.
And O'Brien, who was involved in a clash of heads with Lukaku as the Belgian nodded in the 85th-minute winner, acknowledged that West Ham have to be more cautious when making challenges around the penalty area.
"Of course in an ideal world that would be the thing to do, but in the heat of the moment, when players are going through players make decisions and if they think that they are going to get shots away, that is the reason they are trying to make those tackles," he told the club's official website.
"But when the ball then flies into the top corner, it is hard to take.
"We have conceded four goals this season and three of those have been from free-kicks. It is just one of those things at the moment."
The defender is hopeful that the club can put the disappointment behind them when they come up against Hull City.
"It is a massive game at Hull City on Saturday and we will be going up there to get three points and bounce back," he added.
