NEW YORK -- Like a group of well-trained magicians, the New York Rangers have not yet been burned by the fire they've been playing with in the Eastern Conference Final.

The Rangers are one win away from advancing to the Stanley Cup Final for the first time in 20 years because goalie Henrik Lundqvist was brilliant in Game 2 and their penalty kill was the difference in Game 4.

Getting outshot 41-30 and relying on terrific saves by Lundqvist one night, and getting bailed out by their surging penalty kill despite giving up eight power plays on another night isn't the best way to live in the Stanley Cup Playoffs, but that's how the Rangers have taken a 3-1 lead on the Montreal Canadiens.

They're not complaining heading into Bell Centre for Game 5 of the best-of-7 series Tuesday (8 p.m. ET; NBCSN, CBC, RDS), but the Rangers aren't patting themselves on the back either.

"We have got to play smarter," Rangers forward Carl Hagelin said.

Rangers defenseman Ryan McDonagh admitted they felt somewhat lucky to pull out a 3-2 overtime victory Sunday at Madison Square Garden by being even in special teams despite the eight power plays against, including six on offensive-zone penalties.

"I don't think we anticipated to be in the box that much and win a game with our penalty killing and a shorthanded goal," McDonagh said. "Huge job by everybody just to stay with their game."

Hagelin scored on a shorthanded breakaway 7:18 into the first period to give the Rangers a 1-0 lead. Montreal defenseman P.K. Subban tied the game at 2-2 two minutes into the third period with the Canadiens' first power-play goal of the series, snapping an 0-for-14 drought.

The Rangers gave Montreal another power play 59 seconds after Subban scored, but they didn't allow a shot on goal, blocking the Canadiens' two shot attempts.

Their worst infraction came 30 seconds into overtime, when forward Benoit Pouliot grabbed a hold of Subban's stick in the offensive zone and didn't let go. Pouliot was called for holding the stick, but Lundqvist made three saves on the penalty kill and the Rangers blocked two shots.

Martin St. Louis scored the overtime winner 3:32 after Pouliot's penalty expired.

"We put ourselves behind the eight-ball a few times," Rangers coach Alain Vigneault said. "But give credit to our killers and our goaltender. They did a real good job. The goal they had on the power play was deflected, but for the most part I thought we did a pretty good job killing those penalties. But we're going to have to be better than that."

Albeit for different reasons, the Rangers felt they needed to be better after Game 2 as well. They won the game because of Lundqvist. Rick Nash said on a scale of one to 10, the goalie played like a 12 that night in Montreal.

The Canadiens had an early push and scored the first goal, but the Rangers got a break 17 seconds later when Dan Girardi's shot hit Josh Gorges then the left post before going into the net to tie the game.

Montreal kept pushing after that, but Vigneault said Lundqvist kept New York in the game. He made 19 saves in the third period when the Rangers were protecting a two-goal lead.

Lundqvist and the penalty kill kept the Rangers in the game Sunday, when they were their own worst enemy with four stick infractions, including three for high sticking, two tripping minors, an interference and a cross checking.

"It was us," Vigneault said. "They were penalties. Can't do that."

The fires have been blazing around the Rangers since their dominant 7-2 win in Game 1, yet here they are, heading to Montreal on Monday with a 3-1 lead in the series and a chance Tuesday to book a trip to the Stanley Cup Final.

The last time the Rangers held a 3-1 series lead was in the 2009 Eastern Conference Quarterfinals against the Washington Capitals. Their path in that instance was eerily similar.

Lundqvist was unbeatable in Game 2, making 35 saves for a 1-0 win. The Rangers lost Game 3, and survived for a 2-1 win in Game 4 at the Garden despite giving the Capitals six power plays.

What happened next is something the Rangers are leery of now. They didn't win another game in the series against Washington.

They don't need any reminders of how a team feels when it's down 3-1. The Rangers were in this position after Game 4 against the Pittsburgh Penguins in the second round. They eventually exposed the Penguins' warts and won the series.

"This is far from over," Rangers center Brad Richards said. "I remember sitting in here down 3-1 against Pittsburgh. [The Canadiens] will feel bad [Sunday night], but they will wake up in front of their home crowd and once that game starts, 3-1, you throw that out the window and it's back in the battle again.

"We have to realize the longer it goes, the more life and more belief they get."

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