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The Dutchman was speaking after United's humiliating 4-0 loss at third-tier Milton Keynes Dons in the League Cup second round had compounded their terrible start to the campaign.
"I think that he [Di Maria] can contribute and that is very important but we don't have to expect that from tomorrow our world has changed," Van Gaal said after the Argentina international signed for £59.7 million (R1-billion).
"He has to adapt to the culture of England, the culture of the Premier League and the philosophy of Manchester United.
The experienced Van Gaal has yet to fashion a win during his three competitive matches in charge of United this season.
Their thrashing by MK Dons followed a 2-1 defeat against Swansea City and a 1-1 draw against Sunderland in the Premier League.
Van Gaal praised the reaction he got from the Old Trafford faithful during the reverse to Swansea and urged them to remain patient.
"[The fans] have to believe in our philosophy," he said. "We are building up a team that you cannot make in one month or even one year.
"It [Tuesday's defeat] is very disappointing but I hope they shall maintain their confidence in the club because our philosophy takes time. We know exactly what we are doing."
United's next game is a trip to promoted Burnley in the Premier League on Saturday.