Mills is hoping that his side recover quickly fromí Saturdayís defeat which was their third defeat in as many games.
"Itís gone wrong all over," he added. "We didnít defend, we didnít win the ball in midfield and we were not good enough in the final third. It was a poor performance.
"In the first half we virtually laid down and let them score two goals. I was happy to go in only 2-0 down at half-time.
"Iíve brought myself on although Iím not fully fit and, in the first 20 minutes, we could have been 4-2 up.
"We are just not performing for some reason. Itís up to them to keep their shirts and get their confidence back. We have got the ability, but we are just not using it at the moment."
A bright opening saw new signing Anton Thomas and Dave Puttnam both flash shots across goal before Havant opened the scoring after 12 minutes.
Lynn failed to clear their lines from a deflected shot by Paul Wood and James Taylor was on hand to fire home from close range.
Thomas powered a header just wide before Havant doubled their lead five minutes before the break when Tim Handley blasted home after Taylorís shot had been blocked.
The introduction of Mills seemed to liven up the Linnets and Puttnam had a first-time volley hit the bar.
But Taylor made the game safe just after the hour with a free header at the far post before former Tottenham striker Dave Leworthy completed the rout with a close range tap-in after Chuck Martini had parried Neil Championís strike straight into his path.
Skipper Dave Robinson scored a late consolation for the Linnets from a goalmouth scramble, but it was scant consolation for the long trip home.
He has promised to ring the changes for tonightís bottom of-the-table clash with pointless Tamworth after Saturdayís debacle.
"Iím not going to have that and Kingís Lynn Football Club are not going to have that. It is not acceptable," he said after the 4-1 reversal.
"I was bemused by it all. Weíve got a squad of players at this club who I thought were winners, but they are underachieving.
"I am not happy at all. We have come all this way and we are going back having lost 4-1 and it could have been more.
"We have got four points from a possible 15 and that is not good enough. It is my job to put it right.
"We are better than that, but Iíve looked at things over the weekend and will decide where we go now.
íIf the players out there donít perform then Iíve got to do something about it. If the players donít take their chance then thatís their problem.
"I want 11 players out there who are going to play with pride and show big hearts for this football club.
"We have not shown enough heart and that hurts me. Iíve fought tooth and nail to get these players back here and I want better from them.
"They know what I expect and if the standard is going to drop then Iím going to get other people in."
Mills takes his side to face a Tamworth team tonight who have yet to register a Dr Martens League point after five straight defeats.
"Iíve got to do what I can with the squad of players I have got, but the only player who is going to get a shirt at the minute is myself;" he confirmed.
"Not one player is certain of playing tonight. Iím working hard to put it right. Iím not letting the players get me the sack.
"Itís a bottom-of-the-table clash and we have got to get out of it. They are going to be fired up to get some points. They have not won in five, but we have got to make sure itís six."
Linnets: C. Martini, S. Dakin C Clark (G. Mills h/t), A. Bullimore, G Fuff, J. March, E. Nwadike, D. Robinson, A. Thomas (J. Palmer 71), D. Puttnam (L. Rowland 71), T. Wright.
Havant: P. Nicholls, G. Connolly, B. Price, G. McDonald, S. Gale, L. Daish (M. Jones 80), P. Wood (D. Wakefield 73), T Hambley (D. Blake 86), D. Leworthy, J. Taylor, N. Champion.
Att: 440. (given as 540 on DM Bulletin)