The first 45 minutes was an utterly wretched affair, devoid of flowing football and characterised by ill-fated attempts from both sides to master a dreadful playing surface.
Any slight hint of threat came from the home side, with Andy Williams forcing a crucial block from Saints' keeper Davis after a mis-kick from defender Andrew Davies.
Southampton's only serious attempt came from a 25-yard free-kick from Inigo Idiakez that sailed harmlessly over the top.
The pitch did little to encourage any sort of flowing football, and a poor clearance from Davis almost let Williams in again but the Saints' keeper made a good recovery.
Jason Euell almost broke the deadlock in the 63rd minute with a volley from the edge of the area, but Rovers keeper Steve Phillips blocked with his legs.
Rovers thought they had gone ahead six minutes later when Lambert headed powerfully past Davis, but referee Mike Riley ruled out the goal for a push on Southampton captain Darren Powell.
Lambert then sent a flicked header just over the bar as Rovers put together the first spell of concerted pressure in the match.
But he had better luck as he gave Rovers a deserved lead with only six minutes left when his free-kick from just outside the area took a deflection off Wright and wrong-footed keeper Davis.
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