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Newly promoted West Brom, reduced to ten men after Derek McInnes was sent off came within 12 minutes of holding United at Old Trafford but with time running out, Norwegian Solskjaer struck the all important goal to condemn them to defeat.
Paul Scholes, another substitute, set up the goal releasing Solskjaer on the left of the penalty area and he placed a shot into the far corner, past the reach of goalkeeper Russell Hoult.
It was tough on the Baggies who had battled bravely and deserved some reward for their efforts on their return to the top division for the first time in 16 years.
They were rarely troubled in the opening half hour and when United upped the tempo they were unable to find a way passed Hoult who was in fabulous form.
The turning point of the match came midway through the second half when Baggies captain McInnes was sent off for a two-footed tackle on Nicky Butt.
The ever desperate Sir Alex Ferguson drew on Scholes, Solskjaer and Diego Forlan, all attacking substitutes in an effort to break the deadlock.
But a combination of sometimes desperate defending and poor finishing meant it looked as though United would have to settle for a point.
But the introduction of Solskjaer provided the impetus United had lacked and the substitute conjured the goals which ended a nightmare week in which the Reds had lost defenders Rio Ferdinand and Wes Brown through injury and had been beaten in Hungary in a Champions League qualifier