Crustanoid is right, we lost (two points) because we got defensive.
Our tactics were perfect up until we scored. We put our pressure line very high, and doubled up defensively on the flanks so that they couldn`t bring their fullbacks forward to any effect. This lead to Chelsea having to resort to going in the middle, where Scholes and Fletcher had everything under control.
We then got the goal and dropped 20 yards in our pressure. (Remember Rooney screaming and waving to get us higher up? Sadly to no result.) We let them keep the ball in our half, and dropped five yards for every ten minutes after that. A team like Chelsea WILL get a goal if you allow them that much space, in what way the goal came is a bit irrelevant.
Had we kept our pressure high, which would have been physically challenging, then we would have defended better and had more chances for a second. We had the best bench ever as well, so when legs got tired we could have made the adequate substitutions.
To summarise: Our tactics were perfect and gave us a lead, then they were poor and cost us two points.