The goalkeeper joined United from Aalesunds in the January transfer window and made two appearances in the FA Cup last season.
He has been providing the back-up to summer signing David de Gea in the Premier League so far this season, but was given a chance in Wednesday's game away to Benfica.
Lindegaard impressed in the 1-1 draw in Portugal and is determined to push De Gea all the way to be Sir Alex Ferguson's first choice between the posts.
"I have said one thousand times before - I am not here to pick my nose," said Lindegaard.
"Although I came from a small team in Norway called Aalesunds, I am here because I want to play, not because I want to sit on the bench."
The Denmark international was beaten by Oscar Cardozo's first-half strike, but produced a couple of important saves in the second period.
He added: "I am satisfied with my own performance.
"I am a bit sad that I didn't save the first goal as I touched it with my fingertips. It would have been a great save, but apart from that I was satisfied with my performance.
"I had great fun and that is the most important part of why I play football. I enjoyed it very much and it was a great night.
"It is a great stadium to play in with a very loud audience. I could also hear our fans which was nice. This is why I came to United. To play in these kind of games."