After a nervous start, Lamberts side seemed to shake off their timid approach and went ahead in the 22nd minute.
Forde could only palm Weimanns effort into the path of England striker Bent, whose miskicked effort crept over the1 line.
Villa substitute Barry Bannan fired in a shot that Forde pushed away as the visitors launched a rare second-half attack.
Villa desperately needed a victory at the Den to get back on track after that humiliation and looked on course when Darren Bent opened the scoring midway through the first half.
But, with a replay at Villa Park within reach, Villa were shattered in the 89th minute when Marquis, his first start of the season, headed Adam Smiths cross on to the bar before reacting quickest to nod home the rebound. -- AFP
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While Millwall, FA Cup runners-up in 2004,Education Information. can celebrate a place in the last 16, their victory was slightly marred when a section of home ns began throwing missiles on to the pitch early in the second half.
Lambert has endured a torrid time since leaving Norwich to take charge at Villa Park in the close-season, but this week has been a new low for the Scot, whose Premier League team were knocked out of the League Cup semi-finals by fourth tier minnows Bradford on Tuesday.
Aston Villas English defender Ciaran Clark (right) vies with English midfielder James Henry during the English FA Cup fourth round football match between Millwall and Aston Villa at The Den in south-east London on January 25, 2013. Millwall won 2-1. AFP PHOTO
Lambert insisted earlier this week that Villa owner Randy Lerner has assured him he wont be sacked, but this latest embarrassment will only increase the pressure on the former Borussia Dortmund star.
But Nigerian defender Danny Shittu headed Millwall level soon after Bents goal and young striker Marquis punished Villas defensive frailties with the last minute winner.
Villa have been weak at set-pieces for much of the season and Millwall looked to exploit that through Shittu, who headed onto the roof of thMillwall beats Aston Villa 2-1 in FA Cupe net from James Henrys corner.
LONDON: Millwall piled on the misery for beleaguered Aston Villa manager Paul Lambert as John Marquiss late goal gave the Championship club a 2-1 win in the FA Cup fourth round on Friday.
Fabian Delph robbed Liam Feeney of possession and Andreas Weimann capitalised, surging away from Shittu before forcing Millwall goalkeeper David Forde into action for the first time.
But with Villas star striker Christian Benteke rested there was a lack of bite about the visitors and Millwall quickly regained a foothold in the game.
Lamberts men iled to heed the warning and the hosts equalised in the 27th minute when Lions captain Shittu met another Henry corner at the r post and powered a header past Shay Given.
Feeney came close to putting Millwall ahead when he fired just wide following a corner before the hosts momentum was brought to a halt by their own supporters.
The game was stopped for five minutes just before the hour-mark due to a disturbance amongst Millwall ns in one corner of the Dockers Stand,Insurance knowledge. with several bottles thrown in the direction of the assistant referee Mark Scholes after he awarded a free-kick to Villa.