LONDON, DECEMBER 1: Middlesbrough dumped Arsenal out of the English League Cup 3-1 on penalties yesterday while West Ham United squeezed into the quarter-finals thanks to a last minute winner by teenager Joe Cole.French international striker Thierry Henry was both hero and villain for Arsenal, scoring his side's first half equaliser before conceding a penalty with an 83rd minute handball that threw Boro a lifeline.Colombian Hamilton Ricard, who had put the home side ahead in the seventh minute, converted the penalty that cancelled out Davor Suker's 80th minute goal. The score stayed locked at 2-2 after extra time before Middlesbrough won the penalty shoot-out 3-1.Paul Gascoigne scored the final spot-kick for Middlesbrough after Arsenal's Nelson Vivas had his shot saved by Australian goalkeeper Mark Schwarzer and Brazilian defender Silvinho completely missed the mark.Arsenal's Matthew Upson then had his final effort saved.The result was some revenge for Arsenal's 5-1 thrashing of Middlesbrough in the premier league this month and left Boro among the favourites in a competition already without Manchester United, Chelsea and Liverpool.West Ham United staged a late fightback and beat first division Birmingham City 3-2 after trailing 2-1.Paul Kitson grabbed an 87th minute equaliser in a goalmouth scramble and midfielder Cole then scored his first goal for the club off a cross from Paolo di Canio in the last minute.Trevor Sinclair also had the ball in the net for West Ham in the 76th but was ruled offside and Birmingham goalkeeper Kevin Poole made a great diving save from Frank Lampard.Di Canio's old club Sheffield Wednesday went out 1-0 at Bolton Wanderers after Belgian Gilles de Bilde missed an 82nd minute penalty.Wimbledon reached the last eight by beating Huddersfield Town 2-1 after extra time. Jason Euell headed the winner.Holders Tottenham Hotspur play first division Fulham today.In the FA Cup, third division hull beat minor league Hayes 3-2 after extra time in their second round replay to set up a lucrative home clash with Chelsea.