Leicester achieved their first League win under Megson on 6 October 2007 with a 2–0 win over Sheffield Wednesday at Hillsborough with goals from Gareth McAuley and an own goal by Akpo Sodje. A month into Megson's tenure at Leicester, Mandarić rejected an approach from Bolton Wanderers for the manager's services. On 23 October however, Bolton announced that Megson was their first choice to become their new manager, and made a second approach for him. The club said they were also willing to compensate Leicester should Megson leave the Walkers Stadium. This second approach was also rejected by Milan Mandarić, but Megson was eventually given permission to speak to Bolton and he left Leicester on 24 October 2007, just 41 days and nine EFL Championship games after his appointment. Bolton Wanderers Megson took over as manager of Bolton Wanderers on 25 October 2007 in a two and a half year deal. He accepted that he was not the number one choice for the job, after Bolton had already had approaches for Steve Bruce and Chris Coleman rejected, and Graeme Souness had also ruled himself out. Bolton had made a poor start to the 2007–08 season under Sammy Lee, and when Megson took over they were bottom of the Premier League table with only 5 points from 10 games. Megson's first game in charge was against Aston Villa on 28 October, and finished 1–1. He recorded his first win on 24 November when Bolton beat Manchester United, the champions and League leaders, 1–0; this was their first home victory over United for 30 years. By the New Year Bolton were lying 16th in the Premier League table, but only two points ahead of Fulham who were 19th. In January 2008 they sold Nicolas Anelka to Chelsea for £15 million, and brought in no comparable replacement. In February 2008 however they beat Atlético Madrid (who at the time were lying fourth in La Liga) 1–0 on aggregate, winning 1–0 at home and drawing 0–0 away, to reach the last 16 of the UEFA Cup for the first time in the club's history before proceeding to play the reserve team in Lisbon in the Last 16 with the tie tied at 1–1, Bolton lost the away leg 1–0. Megson picked a reserve side so that the first team were rested for Sunday's relegation battle against Wigan Athletic. They proceeded to lose 1–0 to