It could have been more for the Millers as Stevenage posed no threat until the visitors eased off with the three points already in the bag.
Rotherham opened the scoring in the 14th minute when an Alex Revell flick-on reached Kieran Agard, whose header was kept out by Chris Day only for Ben Pringle to put away the rebound left footed.
Day kept his side in it as the Millers controlled the rest of the first half with the pick of his saves coming when he kept out Craig Morgan's header from O'Connor's free-kick.
However, Day went off injured at the break and his replacement Steve Arnold was at fault for Rotherham's second as he came flying out to meet Pringle's free-kick only to be beaten to it by Claude Davis who headed home into an empty net.
And the excellent O'Connor put the result beyond doubt after 66 minutes when he fired home from 25 yards to round off a superb counter-attack.