Having previously played more than 350 games in Holland, Rai was an experienced choice for the understudy's position following Tony Coton's departure to Sunderland.

Rai's United debut came against Aston Villa in September 1996, when he kept a clean sheet. His most notable appearance came later that season against Borussia Dortmund in the semi-final of the UEFA Champions League, when Schmeichel pulled out with an injury just minutes before kick-off. United lost the match 1-0, but Rai played well and helped to keep the score down.

In 1998, he again played in a crucial Champions League match for United, the second leg of the quarter-final against Monaco. The Reds drew 1-1 but were knocked out on away goals.