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So much for one theory.

Arsenal winning the FA Cup was supposed to keep the fans happy, it would herald a new era of success and everyone would get back to worshipping Arsene Wenger again.

Scrap that. The discontent has returned, there is an undercurrent of frustration among some fans and the remarkable Champions League fight back can’t disguise that.

In fact, Arsenal’s incredible win - and it was incredible because they didn’t play at all well - has almost papered over some very big cracks.

Former Arsenal striker Paul Merson, now a Sky pundit, was brutal in his analysis of the game as he claimed that Real Madrid would have embarrassed them and won by an even bigger margin than they did against Liverpool.

Merson said: “Arsene will say we did well, we beat Anderlecht 2-1, but Arsenal fans at home will watch Real Madrid's highlights and think it's lucky we weren't playing them because it would have been six or seven.”

That’s fair enough. Arsenal were awful. Not for the whole game. I would argue they shaded the first half (though never looked like scoring), started the second half quite well and then, for the next half an hour, were hopeless. Anderlecht outplayed them.

In pictures: Arsenal come back to beat Anderlecht

At 1-0 down, Anderlecht could have scored again but for the heroics of rookie keeper Emiliano Martinez ( I regret only giving him a six in the rush of putting over my player ratings ) and they somehow stole victory from the brink of defeat.

But that result is fooling no-one, not least the Wenger Out brigade who appear to be back and in big numbers. I do actually think the result - no matter how lucky - is massive for the players and their confidence but many of the fans are not buying it.

Out in Brussels on Tuesday night, you got a sense of the unrest among the fans. There’s a section who not happy at the moment at all. They want sustained success and a return to the good old days under Wenger which doesn't look likely on current form.

In fairness and to their great credit, during the game they supported the team and Arsenal’s away fans are superb - always loud and they back the players.

But they are not happy with the start of the season. Let’s be honest, Arsenal have drawn too many games already to be serious title challengers. They’re 11 points behind Chelsea and, realistically, the best they can finish is third.

MORE: Find out where Arsenal rank in our Champions League power rankings

However, Arsenal won’t finish third unless they can dramatically improve their form. And they won’t improve their form unless they can find a better way of playing.

At the heart of the problem is the 4-1-4-1 formation. Wenger has surely adapted this system to try and accommodate all of his wonderful array of midfield and attacking players. But it’s not working. In fact, it’s unbalanced.

The biggest reason is the player who sits in front of the back four. You need a powerhouse to do that. Mathieu Flamini and Mikel Arteta can be part of a two, but they get completely overwhelmed when doing that job on their own.

(Image: Dean Mouhtaropoulos)

And they are also being asked to protect a back four which is in all sorts of trouble. Per Mertesacker, who was brilliant last season, is clearly struggling after the World Cup, Laurent Koscielny is injured and Nacho Monreal doesn’t look like a centre half. Kieran Gibbs is playing really well but is the exception to the rule at the moment.

Arsenal really should have bought a midfield anchorman and another centre half. Their squad is paper thin. Which brings us back to the original issue: Arsene Wenger. Why, oh why didn't he buy?

When Arsenal won the FA Cup it raised expectations. Arsenal also challenged for the title last season which made many fans believe they would do so again this season. They also spent big in the summer - and bought well.

Alexis Sanchez, Calum Chambers and Danny Welbeck have all been excellent buys. I think Mathieu Debuchy will be a good signing when he comes back.

Wenger also bought David Ospina and, almost under the radar, admitted that Arsenal bought him while he was still injured, he aggravated an injury by not warming up properly and is out for three months. Madness.

MORE: Anderlecht vs Arsenal player ratings

Wenger has said he will buy in January (more likely to be a centre half than midfielder) and has got money to spend. But he really needs both because this team does need a bit of an overhaul. Great going forward but weak defensively and that’s not just not down to the back four.

The other thing I’ve noticed among the fans is a perception that Wenger gets an easy ride in the media. He doesn’t. He was actually in a good mood by his standards after the Hull game on Saturday.

If you want to see spiky then perhaps the ding-dong we had with him after the Bradford defeat or the full-on row before the Fenerbahce Champions League play-off in Istanbul last season.

(Image: Stuart MacFarlane)

I think a few experienced journalists actually embarrassed themselves on Twitter at the weekend as it seemed as if they’d never seen Wenger spiky before. They can’t have spoken to him very often.

And do fans really expect Wenger to come out and say: “My team are rubbish and I know it.” If you actually analyse what he said to the newspapers on Saturday after the Hull game, he battered the defence.

The problem is now that Arsenal need to find some form from somewhere - and quick. They need to win at Sunderland to get their season back on track.

But even if Arsenal finish third, qualify for the Champions League knock-out stages (again) and win the FA Cup again, it won’t be enough for some.

Wenger trophies at Arsenal

Wenger has lost them for good, in my opinion. Unless Arsenal win the title (and I can’t see it this season) then they simply won’t have it anymore. They believe it’s time for change.

I think where Wenger really messed up this summer was failing to sign a holding midfielder and a back-up defender. They are not that far away. Morgan Schneiderlin would have been perfect.

But winning a trophy was all well and good. And it lifted the mood. The signing of Alexis Sanchez was a fantastic statement. But there’s a section of fans who want sustained success rather than just progress.

I still think Wenger can deliver and is a terrific manager. But clearly some fans don’t agree. And no-one can argue that they’re not entitled to a view or a celebration after a last gasp victory in Brussels.