PITTSBURGH - Since 2012, like a playoff dance lesson, the Rangers often have taken one step forward, one step back.

With a 2-1 lead over the Penguins, the Blueshirts are aiming to not slide again in Game 4 Wednesday night.

"We're always trying to get closer [to winning the series]," Martin St. Louis said Tuesday. "We have a good opportunity. We've got to grab hold of it."

For the Rangers, maintaining a grip hasn't been easy. Last April, the Blueshirts were up 1-0, 2-1 and 3-2 in the first-round matchup against Philadelphia. Each time, the Flyers tied the series. Against Montreal last May, they led 2-0 and 3-1 before eliminating the Canadiens in six games.

Blame the lack of a killer instinct or desperation from opponents, but even in 2012 the Rangers had trouble extending leads in three series. The Senators pushed the first round to seven games after the Blueshirts were up 1-0 and 2-1. Despite 1-0, 2-1 and 3-2 Rangers leads, the Capitals forced a seventh game. In the conference finals against the Devils -- a six-game loss -- the Rangers had been up 1-0 and 2-1.

Would a 3-1 lead against the Penguins be considered a commanding one? "It's tough to say that anything is commanding in the playoffs," said Derek Stepan, a member of last year's team that escaped a 3-1 hole against the Penguins. "Teams get up 3-1 or 3-0 and other teams find ways to get back, so we're trying to focus on one game. We're in a tough fight right now; we've got a really good Pittsburgh team that's giving us all we can handle. We've got to continue to work and get better. It's a good opportunity for us to come out and play a Game 4 that could be huge for us."

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The Penguins clearly don't want to fall further behind.

"If we get down 3-1, it's not going to get easier," Patric Hornqvist said. "This is the biggest game of the year."

On a day that Rangers regulars spent off the ice, Derick Brassard said players weren't eyeing "the big picture; we're not looking at beating them in five or six or whatever. We're just looking to play another solid game. We're aware that it's possible to come back in this series. They have the offense to do it. But I think this team is really well-prepared and we expect a lot from each other. I'm pretty sure we're going to be OK."

Playing Game 4 like Game 3, with effort, structure, puck management, discipline and defense for 60 minutes -- unlike the first two outings in New York -- will be essential, Brassard said. "We were not really happy with the way we played earlier in the series," he said. "[Monday], it was like Rangers hockey, the way we played all season. If we can play that way, we're going to be hard to beat."

St. Louis, referencing the Flyers series, hopes to end this one sooner. "We could have done a better job in that one," he said. "We had that seventh game at home; that's why you fight so hard all year to get up in the standings. We don't want this to get to seven, but this is a good team we're playing."