"We started with two wins and a draw and we are doing everything we can to lift everybody," says Hammers boss Glenn Roeder.
"But we must expect teams to come here and frustrate us."
With successive League and Carling Cup victories over Preston North End and Rushden & Diamonds, West Ham came into the game confidently, looking to make it a hat-trick of wins.
But, they were never going to have it all their own way against last season's dogged play-off final losers.
And in a feisty opening half punctuated with a string of niggly free-kicks and five bookings, the Hammers threatened Paddy Kenny's goal just twice.
On the 15-minute mark, David Connolly could not quite connect with Jermain Defoe's low centre as it flashed across goal.
Then, ten minutes before the break, Defoe ended his weaving run with a low eight-yard shot that crashed off the far post only for Connolly to spoon the rebound wide. In reply, Ashley Ward sent a couple of efforts over but this was truly poor fare.
The second half started in much livelier fashion as Don Hutchison and Jack Lester let fly with long-range efforts while Defoe climaxed another electrifying burst with a 12-yarder that flew just inches over.
But, alas, it was a false storm and after first-half substitute Richard Garcia was replaced by Neil Mellor for the final 20 minutes, in the end it was the Blades' Peter Ndlovu who almost settled it when he carved into the West Ham area and slashed his angled shot into the side-netting.
"We were a good solid unit," declared Neil Warnock clearly pleased with a point.
"It is special to come to West Ham. They are the best footballing side in the division and we certainly gave them a run for their money."