However, the Hornets were worthy of at least one goal, but their already difficult job at the KC Stadium on Wednesday was made even harder just before the hour when captain John Eustace was harshly sent off for an alleged stamp.
It was Watford who thought they'd struck first in the fourth minute when Dan Shittu rose to power home a Jobi McAnuff corner, but referee Mr Friend adjudged that Leigh Bromby had impeded keeper Myhill.
Instead of being in front, the Hornets found themselves behind three minutes later and they were the architects of their own downfall. A complete misunderstanding between Dan Shittu and Mat Sadler in dealing with a routine ball down the right saw them succeed only in diverting the ball to Fraizer Campbell, who cut into the penalty area from the right before picking out the unmarked Barmby and he did the rest from ten yards.
That setback didn't appear to adversely affect the Hornets, but they found themselves with a mountain to climb 14 minutes later when they were opened up again by the visitors' movement and incision. Richard Garcia's crossfield pass from left to right found Barmby, who played in the overlapping Andy Dawson. His cross was met by Campbell, whose header was deflected onto the bar by Bromby, but Windass reacted sharply to head in the rebound.
On the balance of possession, Watford didn't deserve to be two down at the interval and they should have pulled one back when Tommy Smith headed a corner badly wide from close range, after McAnuff's fierce drive forced Myhill into a fine save.
That was a decent stop, but an even better one followed three minutes after the restart when the keeper went full length to keep out a superb volley from Sadler to show that the tie was by no means over.
However, Watford suffered another blow just before the hour when Eustace was sent off for a supposed stamp on Garcia, although subsequent video replays showed the worst crime the skipper had committed was to participate in a post-incident shoving match.
Substitute Nathan Doyle almost made the tie safe after 81 minutes with a left-footed curling shot that beat the dive of Richard Lee, but not his right-hand post. Campbell also forced two saves from Lee late on.