There are 76 places separating the two teams in the English football pyramid, but United were unable to make their class count and fell well below par in the first half of Friday's clash at the Abbey Stadium.
A much improved showing after the break almost resulted in the breakthrough with Radamel Falcao and Robin van Persie going close.
Manager Van Gaal was annoyed by his team's abject showing and pointed to recent fixtures against Yeovil Town and QPR as examples of their first-half struggles.
"Of course it is frustrating. We made the same errors as against Yeovil Town and against QPR, we did the same playing style more or less in the first half," he told BBC Sport.
"I have to be angry again but it is part of my job. In the second half we did much better but okay we are not out of the cup. That is the most important thing. I want to be very happy at half-time. But okay it was not always the same.
"The atmosphere here, the crowd, was fantastic. You know always in advance that all aspects in a game like this is against you.
"I can only give the credit to the coach [of Cambridge], to the staff they did marvellous, but what I already said every aspect of the match is against us - the pitch, the referee, everything that you can think about this is against you. Also the fans of course, but that is nice I think."
Van Gaal went on to stress the importance of the competition to United's season, considering they trail leaders Chelsea by 12 points in the Premier League.
He added: "The FA Cup is very important - it is the most important title for us. To win the Premier League is much more difficult now, so the FA Cup is our objective also."
Cambridge manager Richard Money felt his side were particularly impressive in the first half and is delighted with the financial rewards a replay will bring.
"Financially for the club it's an incredible achievement," he told BBC Radio 5live.
""I thought first half we carried a threat, we robbed them in dangerous areas, our two wide players looked threatening, our set-pieces were good - we nearly scored one.
"The second half is what it is. The cavalry come, whatever, and it really is about how good your defensive organisation is."
