The Blades are currently at the foot of the League One table with four points from nine matches and will host Crawley Town at Bramall Lane on Friday.
"No-one is hiding away from it and we are all up for the challenge," he told reporters. "We have to start picking up points and that is what we plan to do tomorrow night. We have to stick together.
"I got relegated from the Premier League with Middlesbrough. It was a horrible feeling and it stuck with me, but it made me stronger. This sticky patch will make us all strong and we will become stronger. We have got a good team and a strong squad. Football's not all plain sailing – we would all be playing at the top if it wasn't.
"We have ups and downs and we have got to take the smooths with the roughs. We have to rally together and talk to the young lads. It is a lot easier when you are wining than when you are losing. We are in this together. Don't get me wrong - I am not saying that that Sheffield United are in relegation fight. We will win matches."
United have won just one league match so far this season.