Scunthorpe did the double over the former European champions with a 3-1 win on Friday, leaving Forest five points away from the play-offs.
And although they have strong home form, they have won only once away from the City Ground in the League this season.
"I don't want to dig individuals out, but there have been a few who have not come up with what we're looking for from them," said Megson.
"When you get the opportunity to play, people have got to see the importance of that.
"We've taken one point out of our last six without playing particularly badly.
"It's just we've been doing stupid things."