Don't worry, it did happen: Darren Powell did score a late, late aggregate equaliser.
And, yes; Jeff Whitley did miss Sunderland's final penalty in the shootout. Which means you are now able to relive the 2004 play-off final against West Ham United.
When the full-time whistle rung round the Millennium Stadium, it capped off a remarkable turnaround from Palace, who had been in 19th place when Iain Dowie took over in December.
You can enjoy that crowning moment for free on Palace TV and the club's official Facebook and YouTube accounts at 3pm BST tomorrow!