Defender Joe Walsh says Dons need to find a different way of approaching games when they go a goal down after they slumped to a second defeat in a week.
Southend, who had not won a game prior to their trip to Stadium MK, nabbed an early goal through Charlie Kelman, before shutting up shop. Despite Dons dominating possession, they struggled to carve chances to test keeper Mark Oxley as Dons went to their second 1-0 defeat in four days.
Unable to break down Southend's deep-lying defence, Dons took to long-balls into the box, which Walsh believes showed a lack of ideas from the players.
He said: "It's a really frustrating afternoon. We couldn't break them down. We need to work on Plan B to find a way to get a goal instead of, in the end, lumping it into the box. I think we lost our way, ran out of ideas. It's something we need to work on for when we go down. We can't just launch balls into the box. We need to work on a way to get goals.
"We can't keep conceding early goals, it puts us on the back foot. We need to start right and score that first goal.
"They slowed the game right down, we knew they'd do it, time-wasting. But that's what they were going to do, and fair play for them for doing it."
Though Dons have a mouth-watering clash with Liverpool coming up on Wednesday night, Walsh believes they should be concentrating on the trip to Sunderland next Saturday.
"Everyone is gutted," he continued. "We have to pick ourselves up and go again next week. We've got Liverpool in the week but the bigger game is at Sunderland. It'll be tough, but we need to go up there and get something. We'll obviously try and enjoy the Liverpool game, but Sunderland is more important."