NEW YORK -- The Penguins have talked a lot lately about the need to find a way to win some games, and that's understandable.

They certainly could use the points and, besides, they've pretty much exhausted all the ways that games can be lost.

Sometimes, they've been beaten because not everyone saw the point in sweating for 60 minutes.

Sometimes, because their goaltending was leaky.

And usually, because of a power play that has deteriorated into a comical oxymoron.

But occasionally, as in their 4-0 loss to the New York Rangers at Madison Square Garden last night, the Penguins just seem to do it because, well, that's what they've been doing lately.

Sure, their power play again ran the gamut from abysmal to awful -- it went 0 for 8 in failing to produce a goal for the seventh game in a row -- and their penalty-killing had the latest in a series of subpar performances, but the Penguins actually did a few things reasonably well en route to their fifth consecutive loss.

Just not well enough to, say, get a goal to show for it.

Mind you, not scoring is one of the few things the Penguins have been doing consistently well. They haven't gotten more than two goals in any of the past seven games and have had one or fewer in four of those.

So whether it was Sidney Crosby putting a power-play rebound off the goal post or Evgeni Malkin failing to beat New York goalie Henrik Lund-qvist during a two-on-zero break, this team -- including its most gifted members -- has pretty much perfected the art of not scoring.

Which is no small feat for a group with some of the world's finest individual talent.

"I don't think you ever expect to not score," Crosby said. "It happens in hockey sometimes. You run into tough times, and we're there right now."

Lundqvist, who finished with 27 saves, celebrated his first shutout since April 3 by tossing his stick into the crowd upon being announced as the game's No. 1 star. Hard to say if, given the Penguins' offensive problems, they would have been able to get a puck past him if he had heaved it there during warmups.

Lundqvist was excellent -- "Lundqvist kept that team in the game," Penguins coach Michel Therrien said. "He was just phenomenal" -- but the Penguins simply can't find the net these days.

"You don't expect it," goalie Marc-Andre Fleury said, "but it's going to happen sometimes."

And it's a major reason the Penguins have slipped to 19-17-4 and remain marooned in ninth place in the Eastern Conference.

The loss sets up an absolute must-win game against Atlanta at Mellon Arena. Think about that: A Stanley Cup finalist in a must-win situation against an opponent that is nine games below .500. In Game No. 41 of the regular season, no less.

While the Penguins' power play had another unproductive evening -- it is 0 for 32 in the past seven games -- their penalty-killing wasn't much better. It gave up two goals in seven short-handed situations and has allowed multiple goals in three of the past four games.

"It's not just the power play," forward Max Talbot said. "Both units could be a lot better."

New York's power play produced the only goal the Rangers needed one minute into the game.

Talbot, trying to spark his team with a big hit, took a boarding minor 31 seconds after the opening faceoff.

Twenty-nine seconds later, a Nigel Dawes centering attempt caromed off the skate of Penguins defenseman Rob Scuderi and between Fleury's legs.

New York made it 2-0 on a man-advantage goal by Paul Mara at 17:27 of the second -- it was made possible when Scott Gomez cleanly won a faceoff from Dustin Jeffrey -- and Chris Drury (12:30) and Gomez (16:49) scored during the final 20 minutes.

And so the Penguins are in even greater danger of losing visual contact with the three teams ahead of them in the Atlantic Division. They trail the Rangers by nine points, Philadelphia by eight and New Jersey by seven.

"Our division is one of the deepest in the league, and it seems like every night, [the other] teams are winning," defenseman Ryan Whitney said.

"That's why we have to get out of this soon, or we're going to be on the outside looking in, real bad."

Matchup: Atlanta Thrashers at Penguins, 7:38 p.m. today, Mellon Arena.

Online: Liveblog with the PG's Seth Rorabaugh at Empty Netters

TV, radio: FSN Pittsburgh, WXDX-FM (105.9).

Probable goaltenders: Marc-Andre Fleury for Penguins. Kari Lehtonen for Thrashers.

Penguins: Have lost five games in row at Mellon Arena. ... C Sidney Crosby has one goal in past seven home games. ... Are 3-3 in second game when playing on consecutive nights.

Thrashers: Have lost two previous games against Penguins this season, both at Philips Arena. ... LW Ilya Kovalchuk has just two goals in past 12 games. ... Are being outscored, 51-30, in second period.

Hidden stat: Neither team has won two games in a row since November.