The caretaker boss's tenure began in the same way his predecessor Tommy Taylor signed off, with defeat - although the manner in which that happened left Welsh bemused.
"It couldn't have got much worse from the start, could it?" asked the Glaswegian, who saw his side go 1-0 down as early as the eighth minute.
And, after spending the previous few weeks with the youth academy, Welsh was baffled by his side's showing.
"I hadn't seen the first team for a few weeks, but to be 3-0 down, I couldn't believe it.
"We've got to cut out the individual errors. The confidence is low and the players are easily knocked.
"That needs work. We need to be more ruthless."
Ruthless is certainly a word you wouldn't associate with a side who were second best to every ball, lightweight in the tackle and too ready to look for a teammate to bail them out.
The game kicked off 30 minutes late after the Frickley team was stuck on the A1 following a road traffic accident, but it was the hosts who looked travel sick.
The lively Lee Morris fired Frickley in front after just eight minutes, when granted time to turn and shoot from 20-yards out.
This stoked the fire in United's bellies, but poor finishing - Jon Rowan heading wide from close range, Stewart Talbot having a one-on-one blocked, Liam Green missing a near-open goal and Ollie Ryan miscuing the ball from six yards out - allowed the visitors to gain the upper hand as Chris White drilled home his side's second.
Morris had already struck the post, a feat he repeated after the break, and seen an effort hacked off the line by Wes Parker before he made it 3-0, prodding in from close range as Boston keeper Martyn Margarson flapped at a ball across the face of his goal.
Back came United with a goal either side of half time, Ryan nodding home a Liam Green corner before turning provider as Rowan dived in to head home his side's second.
But here the revival stopped as United ran out of ideas.
Captain Matt Bloomer was given his marching orders after allegedly striking Morris with his elbow, although the sending off was harder to take as the already-booked Neil Towler had done exactly the same to Ryan Clarke seconds earlier and received no punishment.
In all, referee Steven Meredith had a howler with a number of questionnable decisions, but even he was not as poor as the Pilgrims on the night.
UNITED: Margarson, Matthews, Green, Talbot (Wood 77), Bloomer, R. Clarke, Millson, W. Parker, Froggatt (Beck 77), Ryan, Rowan; subs (not used): L. Parker, Beeson, E. Clarke.
FRICKLEY: Nicklin, Robinson, Gowen (Hilton ht), Walsh, Heath, Jones, Camfield, Groome, Morris, Towler (Clark 57), White; subs (not used): Davies, Pierrepont.
Att: 821.
Ref: Steven Meredith.
Star man: Adam Millson. After 16 sub appearances the teenager was handed his first start and made an instant impression.