NEW YORK -- The confidence the New York Rangers felt after outshooting the Pittsburgh Penguins 35-15 during their Game 3 loss in the Eastern Conference Second Round series was nowhere to be found following a 4-2 loss in Game 4 Wednesday at Madison Square Garden.

The Rangers head to Pittsburgh trailing 3-1 in the best-of-7 series and will see their season end unless they win Game 5 on Friday night (7 p.m. ET; NBCSN. CBC, RDS).

To do so, they'll have to be a lot better than they were Wednesday. Game 4 seemed to be an endless series of costly errors and lost opportunities. Even when the Rangers did manage to get back into this must-win game, they couldn't get out of their own way.

"It was a combination of them being real good and us picking a bad night in the playoffs to have a bad game," coach Alain Vigneault said. "I don't want to take any credit away from Pittsburgh, but our puck management tonight and our execution weren't very good and ultimately cost us the game."

New York's problems started with defenseman Anton Stralman's first-period turnover at his own blue line. It led directly to a Sidney Crosby pass that deflected off both Rangers defensemen and right to Evgeni Malkin, who whipped a backhander past Henrik Lundqvist. Just like that, the Penguins had a 1-0 lead 2:31 into the game.

Even when New York scored for the first time in 145:30 to tie the game 1-1 at 5:30 of the second period, the Rangers did little to build on the momentum.

For a moment, it seemed like the game was there for the taking after Carl Hagelin beat goaltender Marc-Andre Fleury with a wrist shot. But the Penguins carried the play despite losing Brooks Orpik to injury after the first period and being forced to go with five defenseman the rest of the way; Pittsburgh outshot New York 9-1 between Hagelin's tying goal and the end of the second period, then held the Rangers without a shot for the first 6:47 of the third period.

The play that perhaps best exemplified New York's struggles was Brandon Sutter's go-ahead shorthanded goal with 93 seconds remaining in the second period. The Rangers turned the puck over and Pittsburgh forward Brian Gibbons raced in on Lundqvist but lost the puck in the crease. However, Sutter trailed the play and was all alone when he flipped the puck into an open net to put the Penguins ahead to stay.

Adding insult to injury, that failed power play was the Rangers' 36th straight, tying a playoff record.

Vigneault admitted that New York's inability to harness any momentum after tying the game was a turning point.

Center Brad Richards was puzzled about his team's failure to grab control of the game after Hagelin's goal.

"It just didn't happen. I don't know why. Some nights it just doesn't go that way. I wish we all could figure that out at the time," center Brad Richards said. "Tonight it was more about us. [Pittsburgh] might have played unbelievably if we tested them. We didn't give them much of a test to see where they're at tonight."

The evidence certainly backs up Richards' assertion.

New York finished with a season-low 15 shots on goal, won 36.7 percent of the faceoffs in the game and was charged with 25 giveaways. When Rick Nash got an open look on a 3-on-1 rush, the puck skipped on the blade of his stick and his shot missed the net, leaving New York's regular-season goal-scoring leader without a single goal in these playoffs.

The Rangers trailed 3-1 before Mats Zuccarello scored on a backhander with 6:53 remaining in regulation to cut the margin to one goal. But before New York could even think about getting the tying goal, Pittsburgh's Chris Kunitz responded 57 seconds later to restore the Penguins' two-goal lead.

Kunitz was left all alone in front of the net to take a pass from Malkin, who outmuscled Rangers defenseman Ryan McDonagh behind the net and controlled the puck. Forward Martin St. Louis then went toward Malkin, leaving Kunitz by himself for a one-timer.

It was a tough ending to a frustrating evening that ended in a wave of boos and at least one Rangers jersey thrown onto the ice.

"For whatever reason tonight, our execution with the puck wasn't there. I can't explain it, nothing we can do about it," Vigneault said. "We've got to go to Pittsburgh and win the next game."