A pre-match party atmosphere with a spectacular card display had the fans anticipating a day of glory.
Rangers, however, had to come back from two down to salvage a draw and even then it was by virtue of Steven Robb scoring an own goal.
There is no doubt that Rangers were the better side and the chances they created were many and varied.
However, Le Guen will be a disappointed man and believe that home matches against Dundee United really need to be won.
The manager must have been a baffled man at half-time. His team had created enough chances to win a month’s worth of matches and yet he was contemplating being a goal behind.
Inexplicably, Dundee United kept Rangers out in the much the same way that Michael Caine and the boys managed at Rorke’s Drift.
Astonishingly, Rangers beat Derek Stillie four times but on each occasion there was someone on the line to make the block.
Charlie Adam had two shots blocked in quick succession by Greg Cameron and Christian Kalvenes with 11 minutes on the clock and that was after Stillie had made a smart save from Libor Sinko in just four minutes
Mark Kerr somehow blocked Julien Rodriguez’s goalbound header in 29 minutes after Adam had supplied a corner from the right.
While Prso had a header blocked by Cameron in 41 minutes, again connecting with an Adam corner,
That would be infuriating enough but Sionko hit the top of the crossbar in 25 minutes and Stillie made an amazing point blank save from the Czech player in 37 minutes.
Both Prso and Buffel missed the target with left foot shots from inside the box and even Alan Hutton was guilty of profligacy when he headed over the bar.
However, despite the barrage, Rangers managed to concede with what was one of only two shots Dundee United had in the first 45.
In fairness, it was a superb turn and shot from Noel Hunt which beat Lionel Letizi although Karl Svensson probably won’t be best pleased the way Hunt got away from him.
Guen made a switch at half-time, bringing on Kris Boyd and sacrificing Adam and as he was contemplating his second switch in 56 minutes, Rangers went two down.
It was a simple goal as Chrisian Kalvenes headed home from Barry Robson’s corner but there will surely be an inquisition into the marking.
The man Le Guen was trying to bring on was Chris Burke. Incredibly, he scored within a minute of replacing the luckless Svensson
The ball broke to him just outside the box and he clipped a terrific left foot shot into the right corner.
Rangers now had the momentum to overturn an unlikely result but they needed some help to draw level in 78 minutes.
Poor old Steven Robb headed into his own net as he tried to guide a Stevie Smith cross back to Stillie just 60 seconds after coming on for Kalvenes.
By this time new signing Filip Sebo had made his entrance, replacing Prso, and Rangers did everything they could to go on and win it..
Buffel had the best chance when the ball broke to him on the corner of the six-yard box, but he shot into the side netting.
It really summed up Rangers’ day.