The Islanders trailed 3-1 but won 4-3 to even the best-of-7 series at one game each.
"We didn't get down. We stuck with it, applied pressure and came back," defenseman Mark Streit said Saturday. "The win is great for our confidence, but it's just one."
It's one few doubted they could get after losing Game 1 5-0 then falling behind 2-0 in Game 2 before Matt Moulson scored a power-play goal.
But Penguins captain Sideny Crosby answered Moulson's goal in 18 seconds for the 3-1 lead.
Colin McDonald scored in the second period to make it 3-2.
"We have to keep things loose and have fun," he said Saturday. "We're trying to enjoy this as much as we can."
Coach Jack Capuano said hard work needs to be mixed in with that fun.
"We have to be heavy on their sticks, defend hard and make sure we win every shift," Capuano said.
Game 3 is Sunday afternoon at Nassau Coliseum (noon; NBC, RDS, TSN). New York has not won a home playoff game since 2002; the Islanders lost both games at the Coliseum in 2003, '04 and '07.