A Jamal Campbell-Ryce own goal and a Nicky Southall effort earned all three points for the Reds.
But Megson singled out Tyson, who joined on loan from Wycombe in midweek before a permanent switch in the January transfer window, as key for his side.
He said: "I was pleased with everyone's contribution, but Nathan gives us a dimension we have not had for a while - and that's pace.
"The crowd will take to anyone who will put the amount of effort in that he did. There is no doubt he is exciting.
"His pace opens up more space for others, and I am sure Gareth Taylor found that playing alongside him."