Chances were thin on the ground and the closest either side came to breaking the deadlock was when Craig Reid struck the crossbar shortly before half time as Stevenage shaded the first half.
A stronger display from United in the second failed to create a clear opportunity as the teams denied one another any real opportunity on goal, leaving the tie finely balanced for the return leg at Bramall Lane on Monday.
The first half was very light on meaningful action, with both sides attempting to make inroads but ultimately failing to trouble one another’s defence.
The closest either came to opening the scoring was when, four minutes before the break, Reid curled an effort that was helped onto the crossbar by the fingertips of United goalkeeper Steve Simonsen.
United, who amassed 90 points on their way to third position in the table, emerged stronger for the second half and enjoyed more possession as a result, but their first effort on target only came in the 63rd minute when Lee Williamson’s tame shot was gathered by Chris Day.
United did open up the Stevenage defence with a rare moment of incisive play when Ryan Flynn was played in down the left, but he opted to try and square the ball when a near-post shot appeared to be the best option.
The final three minutes were the most action packed of the game as both sides pushed hard to nick a slight advantage going into the second leg – Michael Bostwick cleared a header off the near post when a United corner came in from the right – but it remained a shutout as a slurry of late substitutions from both managers failed to make the difference.