Sidney Crosby had a goal and an assist, leading the Penguins to a 6-3 victory over the Capitals on Saturday night.
"Just about everything they shot at the net went into the net and that was the problem," said Kolzig, who signed a two-year, $10.9 million extension earlier in the day.
In a showdown between the NHL's rookie scoring leaders, Crosby moved within four points of Washington's Alexander Ovechkin, who scored his 36th goal and extendend his franchise rookie record with his 69th point of the season.
"Its always been like that," Crosby said of squaring off against Ovechkin. "You always try with that extra little bit of motivation when youre getting comparisons and things like that. You just try to use the energy from the game to utilize that in your play. But by no means is it something you mark on the schedule or anything like that."
John LeClair, Sergei Gonchar, Colby Armstrong, Mark Recchi and Eric Boguniecki also scored for the Penguins, winners of consecutive games for the first time since Dec. 31, 2005. Gonchar and Recchi added two assists apiece.
"Special teams was the key," Gonchar said of the Penguins, who were 4-for-11 on the power play and blanked the Capitals on their five chances.. "That was the difference. We scored a lot of goals on the power play and they didn't. To have a game like this against my old team is nice."
Marc-Andre Fleury had 33 saves for the Penguins, who last won consecutive road games Nov. 1-3.
"We've had a tough time getting wins," Fleury said. "To beat the best team in the league (Carolina) last night and then tonight to beat Washington here, that's good for us mentally."
Ovechkin's short-handed goal pulled the Capitals to 6-2 at 10:07 of the third period, and Brian Sutherby capped the scoring with 31 seconds left as Washington lost its fourth straight.
"If we wouldn't have lost the (last) game before the Olympics, I would have felt better," said Ovechkin, who will play for Russia in the Turin Games. "But I think we played very well in the first period and we missed second-period chances."
Recchi gave the Penguins a 5-0 lead on a power-play goal at 14:16 of the second period. Crosby and Gonchar assisted on the around-the-horn play, capped by Recchi's wrist shot from the left circle.
Recchi's shot from the left side hit the right post and Crosby stuffed the rebound past a sprawling Kolzig to give the Penguins a 1-0 lead on a power-play goal with 1:35 remaining in the first period. It was Crosby's 28th goal.
"I think they took the wind out of our sails when they scored that goal after we dominated the first period," Kolzig said. "It gave them a little bit of confidence and we got into penalty trouble. There's not much more that you can say about that."
LeClair opened the Penguins' four-goal second period with an unassisted score at 1:11. His 12th goal of the season left the 15-year NHL veteran six goals shy of 400 for his career.
Gonchar scored off a feed from behind the net by Armstrong to give the Penguins a 3-0 lead at 4:38, with Crosby picking up his 37th assist. Armstrong scored on a rebound to at 8:21.
Matt Pettinger stuffed home a rebound off Fleury's pads for the Capitals' first goal at 6:52 of the third period.
The first period featured 17 penalties, including a 10-minute misconduct for Capitals defenseman Nolan Yonkman. Washington's Doug Doll and Pittsburgh's Andre Roy received 5-minute majors for fighting at the 8:13 mark when they squared off immediately following a faceoff.
Jeff Halpern's holding penalty at the 17-minute mark opened the door for Crosby's power-play goal.
Notes: Three Capitals players headed for the Turin Games were honored in a pregame ceremony - Kolzig (Germany), Ovechkin (Russia) and Ivan Majesky (Slovakia). ... Washington had its second sellout crowd of 18,277 this season. ... The Penguins have defeated the Capitals three times this season.