Anderson and Ryan Giggs -- making a club record 759th appearance to surpass Bobby Charlton -- then hit the target for United.
Carlos Tevez, Michael Carrick, Owen Hargreaves and Nani converted United's other attempts, while Michael Ballack, Juliano Belletti, Lampard, Ashley Cole and Salomon Kalou scored for Chelsea.
"Twelve years ago I lost on penalties and we've won it now," said Van der Sar, who won the title with Ajax in 1995 but lost in a shootout to Juventus a year later. "It's unbelievable. We deserve it. It's fantastic."
Manchester United's Cristiano Ronaldo (right), runs at Chelsea's Frank Lampard (left) and Michael Essien during the Champions League final soccer match at the Luzhniki Stadium in Moscow, yesterday.
While his teammates ran to congratulate Van der Sar in front of the United fans behind the goal, Ronaldo lay face down in the center circle. Eventually he got up to join in the celebrations.
By contrast, Terry was in tears at the end and was hugged and consoled by coach Avram Grant, who appeared to throw his runners-up medal into the Chelsea crowd.
"He is very sad and he cried, but he is the main reason we are here," Grant said. "It was not a normal season. He took responsibility today to take the last penalty."
Ferguson, who also led Man United to the Champions League title in 1999, also won two Scottish league titles, the Scottish Cup and Cup Winners' Cup with Aberdeen.
"When we missed the penalty kick (from Ronaldo) we thought we were in trouble but I thought we deserved the win," said Ferguson, who won his second European Cup in the year of the 50th anniversary of the Munich air disaster that killed eight United players.
"We had the best chances. In the second half they had more control but in extra time we were better. It's a fantastic achievement."
Grant, who has led the team to three runner-up positions in his first season, said this was harder to take than losing to Tottenham in the League Cup final and being second in the Premier League.
"It's very hard to lose on penalties," the former Israel coach said. "We dominated the game. We hit the post. We hit the bar. We had many more shots than them. We even had the chance in the penalties, but we lost."
Chelsea, playing with Russian owner Roman Abramovich in the stands, stifled United's efforts to create moves in the first 25 minutes and the action got stuck in the midfield, but Ronaldo scored his 42nd goal of the season in the 26th.
Poorly marked by Michael Essien, Ronaldo headed in a cross from Wes Brown, who had neatly swapped passes with Paul Scholes on the right wing.
Scholes had remained on the field despite a broken nose. The midfielder was hurt while jumping for a high ball with Claude Makelele six minutes earlier and emerged with blood pouring from his nostrils. After treatment, he was able to continue and played a key part in the United goal.
Chelsea equalized in the final minute of the half when a shot from Essien hit United defenders Vidic and Ferdinand and the ball dropped to the unmarked Lampard, who scored from 12 meters.
(Agencies via Shanghai Daily May 22, 2008)
