Just 24 hours after losing Michael Duberry for the first two months of the season with a broken cheekbone, Peter Reid's team went down to the Eircom League side.
United had though started like a side keen to impose their authority and you could not have predicted what was to follow later given the manner of the first five minutes.
Senegalese striker Lamine Sakho was given another outing upfront and was again impressive early on.
His shot after three minutes was fumbled by the keeper and the ball rebounded up to Stephen McPhail who had just to plant his header on target to get United off to the perfect start, instead he put it wide.
Then the Marseille man embarked on a mazy run that ended with the Shel's keeper just able to keep his shot out.
Then it all collapsed around United.
With seven minutes on the clock Thomas Morgan was allowed to break down the right for the home side and deliver a deep cross to the back post in-between Matteo and Camara where Gerard Rowe rose to head home for 1-0.
Shell-shocked, Leeds lost their composure and Shel's striker Jason Byrne forced Martyn into a great save as he tipped his close range curling drive over the bar.
Worse was to come on 22 minutes when Shelbourne doubled their lead. Baker crossed from the right into the middle of the penalty area and Stuart Byrne smashed home from ten yards.
Two-nil could even have been 3-0 minutes later as another cross from Baker into the box was fumbled by Martyn as Jason Byrne went in with him, the ball went wide and Byrne shot into the side netting.
The best United could muster was a weak shot from Danny Mills through a crowded penalty area that was easily dealt with by the Shel's keeper.
Just before the hour mark the hosts were denied what looked a legitimate third goal when Jason Byrne's effort was ruled offside although it was deflection on the back of Dominic Matteo's legs that took it through to him.
The second half saw four changes for United with the kids in Milner, Woods and Lennon replacing Barmby, McPhail and Sakho. Ian Harte also came on for Jason Wilcox.
The injection of youth had at least pepped Leeds up a little, and chances were created but not taken.
On 50 minutes Didier Domi crossed for Milner, who hesitated before shooting and that allowed Shel's to get back and block his effort.
The 17-year-old should have done much better too when he shot straight at the keeper after being played in by Domi's left wing cross again.
United's despair continued as Milner and Lennon weaved in and out around the box but were unable to find the space for the final shot.
United:Martyn, Mills, Domi, Morris, Matteo, Camara, Barmby (Milner 45), McPhail (Woods 45), Sakho (Lennon 45), McMaster, Wilcox (Harte 45).
Shelbourne: Williams (Geoghan 80), Heary (Gannon45), Crawley (McCarthy 45), Rogers, Kenny, Hoolihan (Brough 70), Morgan, Stuart Byrne, Jason Byrne, Rowe (Bessie Baker 53), Baker (Bennett 80).