Slough went close in the early stages of the game as Ian Hodges volley was kept out by Andy Brown. The keeper couldn't hold the ball but managed to reclaim whilst still floored following a scramble near the line.
Anton Smith had a better chance at the other end as he was in space. His volley went past Masters but struck Aaron Steele on the line and Slough were able to clear.
Hodges again went close for Slough as he diverted a Matt Seedel cross towards the top corner, but Brown again was equal to it and pushed the ball away.
Michael Alexis opened the scoring at the start of the second half. Glen Harris delivered a corner from the left and it was cleared to the edge of the area. Alexis met the ball sweetly on the run and his low strike found the back of the net.
Masters saved well to his right from Simon Goodhran as he received a cut back just outside the six yard box. The keeper was powerless to prevent the equaliser which came with just over twenty minutes left. Despite denying James Gray as the midfielder broke through, the ball was worked back to Ashley Higgins and the winger hit a low drive with his right foot off the base of the post and in.
Slough then forced Brown into another save. Garath McCleary beat Adam Chameton to a ball and drove forwards into the area from the left wing. Cutting the ball back to Glen Harris, the midfielder hit a powerful first time sidefooted effort which Brown did well to get two hands to and push over the top.
The game progressed into extra time and Slough had the better of the opening exchanges with Matt Seedel and McCleary both going close. In the second period, Andy Ballard did bundle one over the line but the referee spotted an infringement and the goal was ruled out. McCleary then found Brown in the way as he broke into the box and shot but the keeper threw out his left arm and got a strong hand to block McCleary's drive.
Chesham held on for penalties despite Slough dominating the extra time period. Both sides hit some great penalties, with neither keeper having much chance to stop them but Chameton blazed over Chesham's fourth penalty as Slough won 5-4 in the shoot out. Mason, Seedel, Harris, Steele and Alexis all converted for Slough.
Chesham United Line up
Andy Brown, Adam Chaumeton, Bradley Holt, Nathan Bowden-Haase, Rob Bixby, Scott McCubbin, Colin Baker, James Gray, Simon Goodhran, Anton Smith, Ashley Higgins Subs: Oliver Oatley (for McCubbin), Tom McGowen (for Holt), Mike Pamieri, Robin Pleaden (for Baker), Shaun Reece.