They hit the crossbar twice in the first four minutes and then conceded a fifth-minute goal when they failed to pick up home skipper Terry Skiverton who got to the far post to head in a corner.
Chris Lines and Rickie Lambert were the players who struck the bar for Rovers in that early flurry and Lambert - League One's top scorer - was a constant handful.
The big striker eventually got his eighth goal of the season but it came from the penalty spot. In the 30th minute Skiverton handled from Stuart Campbell's corner. It was an obvious spot-kick and Lambert drove it low to the keeper's left.
It seemed destined to be 1-1 at half-time but, in stoppage time, the Glovers regained the lead.
Aidan Downes and Danny Schofield combined well on the right and the latter set up Gary Roberts who hammered home from just outside the box. It was the first Yeovil goal for the midfielder who recently joined them on a three-month loan switch from Crewe Alexandra.
Yeovil lost their busy midfielder Darren Way at half-time and the game swung from end to end after the break with plenty of chances for both sides.
It was Rovers that eventually got the goal. They brought Jo Kuffour off the bench on the hour and, within a minute, he hammered a shot home from just outside the box when Aaron Lescott shrugged off Skiverton's challenge to give him the ball.
Near the end Yeovil almost snatched the victory which manager Russell Slade reckoned they deserved, but Andy Welsh's close-range shot was blocked on the line.