"We are all concerned - the chairman, I'm sure, and all the directors.
"There is no one linked with West Ham that can possibly not be - it is the start you dread, but it has happened.
"We have got to be very brave here because it is not a situation for the faint-hearted.
"But I believe there is enough courage and bravery in the squad to dig ourselves out of the hole that we have got ourselves in.
"Whether you are top of the league or bottom, you mustn't have fear.
"Fear as a feeling is a waste of time. It saps energy and just drags everyone down - you must never live in fear.
"For a team that is still to win a game we moved the ball very well on Saturday.
"Manchester City turned up with six in midfield and one up front, but we moved the ball very well.
"What we didn't do is finish off five very good chances. They weren't certainties, tap-ins, but they were good opportunities.
"Joe had a couple, Trevor had one, Scott Minto had one, Fredi had an attempt...last year they were going in and we were getting our heads in front, and that is what we need to do again.
"Everyone is giving 100% but not everyone is quite on top of their form, and that is the deciding factor.
"Nobody has given less than their all. They have all gone out with a determination to do well but some have not quite fired this year - and it is that last 5% that makes the difference.
"We have got to find that 5% because it is a very fine line between getting the win you want or drawing or losing a game.
"You need to consistently pick up results, you need nine of the 11 performances to be at their best.
"If there are a couple that are a little bit off par you can get away with it, but you can't have any more than that.
"When you get 11 on top of their game as we did against Arsenal, you get a performance that can play against the very best and achieve a result.
"But if you look at every team very rarely do you get 11 players playing to their very best.
"Teams that do well week after week never have less than nine on top of their game to put on a winning performance.
"We have got to find a little bit more belief, particularly in both penalty boxes, but above all in the attacking area because we need to find our goalscoring touch.
"Hopefully the clean sheet we kept on Saturday is the start of us defending better and if we can keep that up over the next few games, and get some goals, hopefully we will be back in business.
"Sometimes when you are winning you don't analyse it too much but when you are not on a winning run you dig a little deeper, look at different things, and are more exposed, aware of problems that were probably there when you were winning as well, but you didn't notice them because you were winning.
"I have said it a lot lately, and I don't want to sound boring, but football is not the exact science that people would have you believe.
"It is a game of chance and when chances have come our way, players who, at this level, would be expected to hit the back of the net, haven't.
"But it is certainly not for the want of trying and all we can do is keep working hard on our finishing - we always have at least a couple of practices a week and you just hope when the chances come and we pull the trigger, the ball ends up in the back of the net."
Glenn says the attention that accompanies managers at the bottom - not just himself, but the bosses of Sunderland and Newcastle as well - is something he has to be philosophical about.
"It goes with the territory of being a football manager and is something we have to live with. If you can't, you shouldn't be in it in the first place," he admits.
"But to suggest that Sir Bobby Robson has ever been under pressure this year is absolutely farcical - he is someone for all us young managers to look up to.
"The mentions that he was under pressure are so far wide of the mark it is unbelievable - after you lead your team to the Champions' League in fourth place? Remarkable.
"As for Peter Reid, he has dragged Sunderland up in the last six or seven years with a few excellent seasons in the top seven.
"Probably by his own admission he didn't have the best of seasons last year and hasn't got off to a great start this time.
"But I am hopeful common sense will prevail and he will be able to keep working hard. I know Peter quite well and he is a grafter, certainly someone you would want in the trenches with you, that's for sure.
"The speculation is par for the course and as long as it doesn't become personal, but remains professional, we have to live with it - I certainly can.
"I see the chairman after every game, I am not just one of those people that just go in after a good result.
"I am confident he knows I am working as hard as I can and certainly as hard as last year, doing the same sort of things at Chadwell Heath, speaking to the players the same way that got us good results last year.
"This time round we haven't turned performances that were getting us points into point winning games - all we can do is go into the next game and keep striving for a win."