NEW YORK -- Even a spirited effort by former Penguin Jaromir Jagr wasn't enough to put the New York Rangers over the Pittsburgh Penguins at Madison Square Garden on Tuesday night.

The Penguins defeated the Rangers 5-3, and took a commanding 3-0 series lead against their heated rivals.

The Pittsburgh Penguins finally showed signs of cracking during a very shaky second period.

The New York Rangers looked dominant, owning the shot clock and threatening to turn a two-goal tying rally into a lead in frenzied Madison Square Garden.

That is until Ryan Hollweg drilled Penguins forward Petr Sykora into the boards from behind, swinging the momentum back to Pittsburgh and putting the Rangers on the brink of elimination.

Evgeni Malkin scored the winning goal on the ensuing power play for the Penguins.

Pittsburgh is a perfect 7-0 in this postseason, building off a first-round sweep of Ottawa, and could advance to the East finals as early as Thursday night in Game 4.

"We're not thinking about winning the first seven games, we are taking it game by game," Penguins coach Michel Therrien said. "We've got to learn from that second period and make sure we're better next game."

It was the second period that appeared to be the turning point for the Rangers in the game and possibly the series.

The Penguins took the opener 5-4 after wiping out New York's 3-0 lead and then won Game 2 when Marc-Andre Fleury backstopped a 2-0 victory.

Pittsburgh went up 1-0 just 1:02 into Game 3 on Marian Hossa's goal. The lead grew to 3-1 before the first period was out.

New York was given three straight advantages within a 2:08 span early in the second, but couldn't convert. The overlap gave them two 5-on-3 power plays that totaled 75 futile seconds.

Still, quick strikes by Ryan Callahan and Jaromir Jagr at even strength 1:04 apart suddenly had New York even. When Scott Gomez's drive clanged off the post shortly after, it felt as though the Rangers could be ready to put the Penguins away.

Then the hit changed everything.

The Penguins were tired in their own zone when Hollweg, a healthy scratch for the first two games of the series, forcefully sent Sykora into the boards.

New York nearly survived the power play, but Malkin scored his second of the night with 3 seconds left in the advantage.

"I don't think anyone feels worse in this building than Ryan Hollweg," Rangers coach Tom Renney said. "That was probably the turning point in the game."

And now it's also the momentum-changer in a Rangers season that is close to ending. The 4-0 mark they posted against the Penguins at home during the regular season means little now. They will need another home win Thursday to send the series back to Pittsburgh for Game 5.

New York outscored the Penguins 2-1 in the second period and held a 14-4 shots edge, too, but the Penguins took a 4-3 lead into the third. The Rangers finished with a 39-17 advantage in shots, yet Fleury was good enough to hold them off again.

"With the desperation they had, we tried to do our best to match," Penguins captain Sidney Crosby said. "In the first period, we did a pretty good job. In the second, we didn't play well at all, and in the third we picked it up again. You can't afford to have bad periods, but you have to find ways to ways to win sometimes."

Only hours after Malkin was announced as a Hart Trophy finalist for NHL MVP, the second-year forward showed why. He scored two power-play goals and added an assist.

"I'm definitely proud of him," said Crosby, last year's Hart winner. "As a teammate, you always want to see other guys do well. He did that all season. It was a great accomplishment."

Pittsburgh is looking to advance to the East finals for the first time since 2001. Only two NHL teams have come back to win a series after trailing 3-0. The 1975 New York Islanders did it to the Penguins in the second round.

"We are in a great position," Hossa said. "Nobody would think that we would be in this position after three games, but right now we are greedy. We want to win another one."

The Boston Red Sox are the only other team in any sport to pull off the feat, toppling the New York Yankees in 2004.

"It's pretty tough to be down 3-0, but they have to win four games," said Jagr, who took 10 shots. "Even such a great team like the Yankees didn't hold a 3-0 lead. They are the best ever. We can make history."