ST. PAUL, Minn. -- The St. Louis Blues said they understood what they would be facing against the Minnesota Wild in their Western Conference First Round series.

But after the Wild won Game 3 on Monday to take a 2-1 lead in the best-of-7 series, the Blues face a virtual must-win situation in Game 4 on Wednesday (9:30 p.m. ET; NBCSN, SN360, TVA Sports 3, FS-MW, FS-N).

The Wild's speed game has given the Blues fits throughout this series. It again played a role Monday in Minnesota's 3-0 victory in front of 19,165 boisterous fans at Xcel Energy Center.

The Blues had no answer for wave after wave of speed and checking that the Wild threw at them.

"They played a good game from the start," St. Louis defenseman Kevin Shattenkirk said. "We were slow from the start, and they just stayed on top of us the whole game. We never really got back on top of it. They played a solid game at home and played with a lot of energy, and we didn't have our best."

The Blues, who had 17 shots on goal, never found their rhythm in any of the three zones, but coach Ken Hitchcock said the play between the blue lines against the Wild's opportunistic counterattack was particularly problematic.

"We were turning the puck over in the neutral zone and fed their transition," Hitchcock said. "We had a good start, started turning the pucks over, they were on us fast, and a lot of it was what we did with the puck between the blue lines. That fed the engine.

"You're getting checked hard, so you have to make the decision on whether you're going to make the next play or find the ice behind them. We didn't find the ice behind them near enough until the third period, and they're sitting on it a little bit. They did a good job. They checked really hard; this is similar to what they did in Game 1."

Minnesota had 17 takeaways to go with four St. Louis giveaways.

The Blues thought if they could survive the first five to 10 minutes, with the Wild playing at home for the first time in the 2015 Stanley Cup Playoffs, they would be able to settle into the game. It was scoreless after one period, and that's what St. Louis felt was a best-case scenario.

But instead of turning up the intensity, the Blues found themselves on their heels for much of the second period, and the Wild's top line of Zach Parise, Mikael Granlund and Jason Pominville took over with two goals in 2:05 to grab a 2-0 lead.

"They did a good job of using that long change in the second and staying on top of us," Shattenkirk said. "From our standpoint, everything was just too slow, too sloppy. Me especially, I was just very slow and not up to speed with my plays. That feeds through the whole team when something like that happens."

Said St. Louis defenseman Jay Bouwmeester: "We knew that was coming. We didn't respond to it very good. I don't know how many shots we had in the first two periods. But yeah, they got some momentum in the first, and the second was probably worse. We were turning pucks over, couldn't get it out of our end ... they get a couple of goals. That was a tough one, but I think we got what we deserved. We didn't play good. Can't be doing that this time of year."

The only silver lining for the Blues is they get another crack on the road to get the series tied and turn it into a best-of-3 with home-ice advantage. But another result like Monday, and St. Louis could be on its way to again wasting a stellar regular season.

"We came here to win a game; we've got to get ready for the next game," Hitchcock said.

"I just think we have to play for 60 minutes," said Blues goalie Jake Allen, who made 21 saves and has allowed two goals or fewer in 10 straight starts. "We did that the second game and came out on top; we didn't in the first game and we didn't come out on top. Their team game is going to be there from the start to the finish. They battle, every single line. We realize that now. Can't let the ball slip anymore."