JAMES O'Connor hit the winning penalty as Burnley triumphed 4-2 on spot kicks.

Brian Jensen had earlier saved from Nick Fenton, but Robbie Blake, Andy Gray and Alan Mahon also score from the spot.

The two sides had earlier played out a 1-1 draw, with both goals coming in extra-time.

Danny North scored to put Grimsby in front on 107 minutes, before Gray equalised with a clever finish in the second period of extra-time.