Two goals in injury time, one at the end of the first half and one at full time condemned North End to their second successive defeat.
Paul McKenna had given North End the lead on 35 minutes with a superb free kick before Shipperly netted the equaliser in the dying seconds of the first half.
With a point looking very likely Preston were made to pay for conceding another free kick, as Danny Webber scored his second of the season to nick all three points.
As promised Billy Davies made a whole host of changes for the trip to Sheffield Wednesday with four players making their first starts of the season and a change in formation.
Tyrone Mears, Claude Davis, David Jones and Danny Dichio all started in place of Callum Davidson, who missed out with a suspected late injury, Youl Mawene, Richard Cresswell and Dickson Etuhu.
North End employed the 4-3-3 formation which they have reverted to in the closing stages of recent games, with O'Neil, Jones and McKenna in the middle and Nugent, Dichio and Sedgwick upfront.
Tyrone Mears came in at left back, with Alexander at right back and Davis and Lucketti in the middle.
Following the poor performance against Reading last week a good start was essential but it was nearly a disasterous opening minute as Carlo Nash was called into action to parry clear a dangerous cross from Danny Webber, under enormous pressure from Shipperley.
The chance should have sparked the game into life but that wasn't quite the case, with the talk of the press box centering on events elsewhere around the football league, with chances few and far between.
John Harley and Neil Shipperley both had efforts on goal before North End's first attempt at goal came on 18 minutes a 25 yard effort from Claude Davis!
Michael Tonge, who missed last weekend's match with an ankle problem, should have given the home side the lead on 21 minutes but his weak effort finished wide of Carlo Nash's left hand post.
North End's chances weren't quite falling for the right men on the day, with Tyrone Mears having the next chance two minutes later. The defender, making his first start of the season,
United were calling for a penalty on 25 minutes, believing a shot from Shipperley was touched wide by the hand of Chris Lucketti. The chance came after Carlo Nash spilled a hanging cross and failed to make the second save leaving an open goal beckoning for the former Palace striker.
Chris Morgan showed a differed side to play on 32 minutes spraying a long range cross field pass to Danny Webber who gave both Chris Lucketti and Graham Alexander the run around before hitting a shot just wide.
The next chance though was the crucial one, the opening goal for North End, much to the dismay of the home faithful.
A foul on David Nugent gave Preston a free kick 25 yards out and Paul McKenna hit a superb effort for his first of the season. Never known to score a tap in the man, in his testimonial year, stepped up and hit the kick from 25 yards out that gave Paddy Kenny no chance.
With half time beckoning North End were looking comfortable that was until they conceded a throw in in line with the edge if the area.
A long throw in from Bromby was flicked on by the head of Chris Morgan and Shipperley was on hand to beat Carlo Nash with an overhead kick that flew in the top left hand corner.
Half Time Sheffield United 0-0 Preston North End
North End started the second half brightly and Brian O'Neil went close to putting the visitors ahead or at least winning a penalty.
Billy Davies joked in midweek about having to check on O'Neil after seeing him venture into the opposition penalty area for Scotland, and after this run he'll be checking for a nose bleed.
The Scottish international raced through the middle before appearing to get the better of Chris Morgan, a bit of wrestling followed and the referee gave the United skipper the benefit of the doubt and the free kick, despite O'Neil's appeals.
Danny Dichio had an excellent chance to put North End in the lead on 66 minutes, a neat flick ofver the top by Jones for the big man saw him through on goal but he snatched at his effort and in the end it was an easy catch for Paddy Kenny.
Patrick Agyemang was the first substitute on 67 minutes, coming on for Danny Dichio before Joe Anyinsah came on on 76 minutes to make his North End debut.
Anyinsah's arrival in place of Chris Sedgwick, bought a change in formation as North End reverted to a 4-4-2 with McKenna moving back out to the left and Nugent going upfront alongside Agyemang.
Both sides huffed and puffed as they went in search of the winner and North End looked to be heading for a point but in injury time United nicked the winner.
A free kick in from Gillespie found Montgomery at the back post, he sent the ball back in Jagielka sent a header that was heading just wide before Danny Webber smashed the ball home at the far post.
Another disappointing result for Preston as they fell to their first successive defeats since last december, losing to Wigan and Burnley. They were the last two defeats before that unbeaten run started let's hope it happens again.
















