McMahon struck from 30 yards in both halves to lift the Blades above Tranmere and Wilson is looking for consolidation going into the hectic festive fixtures.
He said: "It's great to go top after a terrific team performance and lots of aspects of our play pleased me.
"The challenge now is for us to stay there. We've got ourselves into a great position.
"Being top means a great deal. Now clubs around us will be looking at us leading the way.
"Some people maybe would have expected us to struggle against Crawley on a difficult pitch, which was a leveller, but we went out and were very positive."
Crawley manager Richie Barker felt a draw would have been a fair result and was critical of referee Gavin Ward for awarding United the free-kick that led to McMahon's 29th-minute opener.
Barker said: "I must be careful what I say, but it wasn't a free-kick. I'll make sure the feelings are felt. If it is a guess it has cost us.
"We didn't get the rub of the green with the referee's decisions. It changed the game and it allowed them to get a foothold.
"We kept plugging away very well, but it was never going to be easy against a side of their quality, especially in such difficult conditions."