LONDON (Reuters) - AC Milan's season went from bad to worse last night after a last-minute goal by Scott McDonald condemned the holders to a 2-1 Champions League defeat at Celtic where goalkeeper Dida was hit on the face by a fan.

Milan have made a poor start to their Serie A season but their fortunes took a dramatic turn in injury time when the supporter ran on to the pitch and hit the Brazilian.

However, Milan do not want a replay or the points.

"We will not appeal. It is a decision that I have agreed with the president Silvio Berlusconi," Milan vice president Adriano Galliani told Rai TV. "It is a decision we have taken because we are European champions and must behave like that."

Striker Didier Drogba helped ease Chelsea's recent blues with the winner in a 2-1 victory at Valencia after David Villa had put the home side in front early on.

Joe Cole handed Chelsea an equaliser before Drogba struck after 71 minutes to settle the Group B match and boost new coach Avram Grant after a sticky period following the departure of popular Portuguese manager Jose Mourinho two weeks ago.

Last season's beaten finalists and 2005 winners Liverpool suffered a surprise 1-0 defeat at home to Marseille in Group A with Mathieu Valbuena bagging a classy goal after 77 minutes.

Goran Pandev scored a superb brace to cancel out Ruud van Nistelrooy's double in Lazio's 2-2 draw with Real Madrid while Ricardo Quaresma grabbed the winner deep into stoppage time as 2004 champions Porto won 1-0 at Besiktas.

Werder Bremen, who battered Arminia Bielefeld 8-1 in the Bundesliga at the weekend, looked to be cruising at home before Olympiakos stormed back to win the Group C clash 3-1.

Germany did have a winner though with Jermaine Jones and Kevin Kuranyi scoring second half goals to give Schalke a 2-0 win at Norway's Rosenborg Trondheim.

Benfica, beaten 2-1 at AC Milan two weeks ago, lost 1-0 at home to Ukraine's Shakhtar Donetsk with Jadson grabbing the goal just before the interval in their Group D match.

Scottish champions Celtic are likely to face a UEFA probe after a fan got on the pitch and hit Dida, who gave chase before dramatically collapsing and being carried off on a stretcher.

The Brazilian was struck by a flare in a Champions League quarter-final second leg with Inter Milan in 2005.

On that occasion the match was abandoned and handed to Milan, who were 3-0 up on aggregate at the time.

On Wednesday, Milan equalised through Kaka's penalty after Stephen McManus's 62nd-minute opener before McDonald's dramatic late winner sparked the fan's attack on Dida.

Chelsea captain John Terry played with a face mask protecting his broken cheekbone in a repeat of last season's quarter-final against Valencia at the Mestalla.

The London side's victory was much-needed for Grant, whose team lost at Manchester United in his first league game in charge before drawing 0-0 at home to Fulham.

"It has been two difficult weeks but I told the players they should stay calm and get on with playing football as that is what they do best," the Israeli told a news conference.

Spanish champions Real took a ninth-minute lead when Dutch striker Van Nistelrooy exploited some loose Lazio marking to divert compatriot Wesley Sneijder's free kick past 43-year-old keeper Marco Ballotta.

Lazio's Pandev levelled with a sweet left-foot volley before Van Nistlerooy struck again in the second half when he was released by Raul only for Pandev to score again with a perfectly-placed equaliser.