19 May, 13:05
Munster's formidable home record and their continental prowess made the Irish giants heavy favourites in Limerick but Quins stuck to their guns to produce one of the biggest upsets in European history.
And while the result was a major shock to most of the rugby world, O'Shea says he was never ever worried about going to Thomond and being blown away.
"I knew we'd be competitive, but so did Munster," said O'Shea, whose men are now preparing to face Stade Francais in Cardiff this Friday.
"People look from the outside at results but we've played 34 competitive games this year and 31 times we've either won or been within seven points. We weren't going to turn up and make a mockery of that.
"We've conceded 26 tries in 22 matches in the Premiership. That's not something that's overnight, that's over the course of the season. You play some weak teams, you play in bad weather, you play in good weather, but to only concede 22 tries in 26 games shows there's a pretty steely resolve to this team.
"These are all stats - they're lies, lies and damn lies as they say - but we've topped the line break stats over the Premiership season but just haven't been clinical and haven't finished things off. We didn't against Munster, either, we created things that we didn't finish.
"But it was just one of those days when you felt that we weren't going to take our foot off the gas at all. A lot of people learnt a lot about themselves in terms of how much they can dig into inner resolve.
"There's plenty to work on from the Munster game but the big thing for me is that we went out in a big game, away from home in the ultimate place to play rugby, in what will always be to me the spiritual home of Irish rugby."
And the revamped nature of the Amlin Challenge Cup means Quins are going from one big game to another.
Having beaten the former double Heineken Cup winners in their own backyard, Quins now face another of Europe's most well known sides in a winner takes all clash in the Welsh capital.
Both Quins and Stade need to win to secure not only Challenge Cup glory but also Heineken Cup qualification for next season.