Updated

The Pittsburgh Penguins got back to playing the style that made them one of the NHL's best teams after Christmas.

They played defense. They got goals from their stars, a game-winner from 39-year-old Matt Cullen and a solid effort from rookie goaltender Matt Murray.

They also got the benefit of a video review on an offside call that saved them a goal in a 3-1 win in Game 3 of the first-round playoff series with the New York Rangers on Tuesday night.

Even the return of Rangers captain Ryan McDonagh could not slow down the Penguins or prevent them from taking a 2-1 lead in their first-round playoff series.

"We understand if you want to win games, that's how you're going to have to win them this time of year," said Penguins star Sidney Crosby, whose power-play goal late in the second period tied the game at 1-all.

"Our mindset is playing the right way, doing the things that have got us here, The past is the past. Right now we want to make sure we are better every game. I think we took a good step here tonight."

Game 4 is Thursday night in New York. The Rangers have lost four consecutive playoff games at Madison Square Garden going back to last season's Eastern Conference final against Tampa Bay

The Penguins dominated this one, limiting the Rangers to 17 shots. Most were not very good and Rangers did little after Rick Nash scored short-handed early in the second period.

"We kept saying it, we kept telling ourselves, we had to lay it in and shoot it," said McDonagh, who missed the first two games of the series with a upper-body (hand) injury.

"I'm sure we'll look at some things when we watch the game and wish we had put more pucks on the net especially because it was his (Murray's) first game in a while."

Murray was barely tested in playing for the first time in the series. He was hurt in the final weekend of the regular season and Jeff Zatkoff started the first two games with Marc-Andre Fleury out with a concussion.

"The nerves were definitely going at the start of the game. That's understandable," Murray said. "It was my first playoff game, at MSG no less. I was able to control it and that was all I could ask for."

The Penguins made all the big plays after Nash scored. Crosby gave the team a lift scoring late in the second period and Cullen made the big play early in the third, beating Henrik Lundqvist (28 saves) on a semi-breakaway after beating two defensemen at 4:16.

Cullen's game-winner was as much a good play by him and a bad one by defensemen Keith Yandle and Dan Boyle.

Cullen took a pass and entered the Rangers zone. Yandle and Boyle converged on him and ran into each other.

"It was kind of a tough puck," Cullen said. "It was bouncing a lot tonight. That one just went to a perfect spot. I was in the right spot and was able to poke it by. I was just happy to see it go in."

Kris Letang added an empty-net goal to ice the game.

This was a game in which the Rangers seemed to lose momentum after a first-period goal by Chris Kreider was nullified because of an offside call after a challenge.

Rangers coach Alain Vigneault said it was the right call.

Nash still gave New York the lead early in the second period, but the Penguins took control when Crosby tied the game and Cullen scored early in the third to give them the lead.

Pittsburgh went into a defensive posture at that point and shut the Rangers down.

"For some reason it was hard for us to create the big chances," Lundqvist said. "We were hoping to come home and to get the building energized and to get ourselves energized. They just played very well defensively. They didn't give up much. I don't know what to say."

Nash's goal snapped New York's scoreless playoff drought at home at 166 minutes, 22 seconds, dating to Game 2 of the Eastern Conference finals against Tampa Bay last season. The Lightning shut out New York in Games 5 and 7 to win the series.

Crosby got his second goal of the series after Marc Staal took a hooking penalty with a minute left in the period. The Penguins needed 18 seconds to convert, with Crosby redirecting Phil Kessel's attempt into the net from about two feet away.

An offside review on the Kreider non-goal showed that J.T. Miller entered the zone a split second before the puck and the goal was waved off.

The Rangers had more than three minutes remaining on a double minor to Conor Sheary and the reversal took the air out of them and the crowd.

NOTES: With McDonagh back, Dylan McIlrath was scratched. ... Crosby and Malkin each played in their 103rd playoff game, tying Kevin Stevens for third in team history. ... Nash's goal was his first short-handed in the playoffs. ... Crosby's goal was his 45th in the playoffs, one shy of tying Stevens for third place on the team's all-time list.