Nathan Blake then headed home a second, before Kenny Miller made it 3-0 to the Wolves on half-time.
Penalty saved
In the second half, Wolves were still on top form as their goalkeeper Matt Murray saved a Michael Brown penalty.
And Murray, voted man of match, was able to keep Sheffield United goalless for the remainder of the game despite good attempts at scoring from Paul Peschisolido and Robert Page.
Wolves are one of English football's most famous and oldest clubs, having won the league championship four times, the FA Cup
three times and the League Cup twice.
Hear story
Game: Penalty
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