After some wasted chances from Howard, and Heywood Sheffield Wednesday started to come back into the game, but their only early chances came from corners.
Sheffield Wednesday took the lead on 40 minutes when Rhys Evans punched the ball away from a Wednesday cross, but the ball only reached the edge of the area where O'Brien was able to score after finding the ball fall at his feet.
Sheffield Wednesday came back into the game on the second half, and began to have much more of the play than they managed in the first half, and they managed to double their lead on 69 minutes when on loan Kenwyne Jones scored from close range after a goal mouth scramble.
Alan Reeves missed Swindon best chance on 80 minutes but he headed wide, when it looked easier to have scored than to have missed.
Overall an average game, with Swindon looking the better side in the first half, but not having that many chances in front of goal. Parkin didn't get much of the ball and he was up front on his own for much of the game, until Fallon came on mid way through the second half.
Swindon's next game is at home to Blackpool on Saturday.