And the Wanderers boss hopes fans receive better treatment by the Portuguese police next month than the detentions and beatings sustained in Belgrade and Madrid.
Information is still being sought on the trouble inside and outside the Vicente Calderon Stadium in the Spanish capital last Thursday.
A UEFA spokesman said: "There hasn't been an investigation opened yet until we have all the facts. A final decision will be made at the end of the week."
British Embassy spokesman James Birkett said: "We are concerned about the incidents and we continue to liaise with Greater Manchester police and Bolton Wanderers and await UEFA's official report before deciding on what course of action to take."
However, the club is now selling packages for the UEFA Cup second leg tie against Sporting Lisbon on March 14.
More than 3,000 are expected to follow their team and Megson says: "Everybody appreciates the support. And we realise how fortunate we are.
"The problems suffered by the fans have been the one down side of our European experience.
"The way the fans were treated in Belgrade was awful. In Spain it was even worse. But I hope people in Portugal, when our supporters travel over there, are treated as well as they were in Germany when we played Bayern Munich.
"We realise supporters spend their own money, don't fly on the planes that we do and don't stay in hotels that we do. But they should be treated right.
"The things that have happened in the two games have been deplorable."
Despite the problems, Bolton can expect great support over the two legs.
The recent home game against Atletico Madrid drew the biggest crowd to the Reebok Stadium this season - 26,163 - the result of cut-price ticket offers and no television coverage.
Prices have again been slashed for the first game on March 6, kick-off 8pm.
Adult season ticket holders will pay only £5 for their seat, while concessions pay just £4.
Children under the age of 16, who are accompanied with a full paying adult, will only pay £1.
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Bolton fans deserve better says Gary Megson,what about away fans travelling to the Reebok don't they also deserve better why should we subsidise your European games and players outrageous wage demands by having to fork out £36 a ticket and only when all these tickets have been sold are we allowed to purchase the cheaper ones at £28.This is what I call a monumental rip-off..........................
Agree 100% sad and bitter blue, there's two things you can do boyckot it like last season or get tickets for the east or west stand (at a decent price) .As long as you did'nt baloon and jump about you'd get no hassle in there. I personaly hope you all stay away and teach our board a leason.