Dan Boyle's first game as a Ranger at Madison Square Garden ended on a sour note.

The defenseman, who signed as a free agent in the offseason, returned to the lineup after suffering a broken right hand Oct. 9 in the first game of the season. Thursday night he played 22:14 and had five shot attempts -- three on goal -- but his power-play unit failed to cash in three times in a 4-3 shootout loss to the Colorado Avalanche.

"Our power play had two opportunities in the third and that top unit didn't get a shot. Obviously that's not Dan's fault," coach Alain Vigneault said. "I know that group can be better and will be better as we go along."

Henrik Lundqvist also took some of the blame after he allowed two shootout goals. Nathan MacKinnon and Alex Tanguay beat Lundqvist and only Derek Stepan scored against Semyon Varlamov in the Blueshirts' third shootout loss this season. Mats Zuccarello and Lee Stempniak came up empty.

"I have to be more patient, said Lundqvist, who made 26 saves. "It's not good enough. I feel like I dropped too fast. I tried to be a little more aggressive and come out a little bit more."

With the point in their third shootout loss of the season, the Rangers moved to 7-6-3 but could not duplicate their success against the Penguins in a 5-0 victory on Tuesday.

"The first [period] wasn't very good, we came up with a better effort after one," Boyle said. "Our backchecking was better. We were sloppy in the first. Thought we had a good second and a pretty decent third. We missed the opportunity to win it in the end."

Succeeding on the power play, Boyle said, "is going to take a little bit of time. It's just communicating. We've got to be a little better on getting the shots through and getting the puck back."

The Rangers led 3-2 heading into the third after they scored three goals in the second. But Colorado tied it in the third on a power play after a Rangers man-advantage fizzled. The Rangers' Jesper Fast went off for holding in the offensive zone at 7:03. The Avalanche had been on a 0-for-19 streak, but MacKinnon's attempted pass from the left circle bounced off Dan Girardi's stick and through Lundqvist's pads at 7:54 to tie the score.

Vigneault said: "A little unfortunate."

Trailing 1-0 after the first on Matt Duchene's goal, the Rangers tied it early in the second on a tip-in from rookie Kevin Hayes when Matt Hunwick's shot struck Dominic Moore's skate and came to him. Erik Johnson's pass from the right corner found Tanguay unguarded by Marc Staal at the doorstep for a 2-1 lead at 11:09.

With the teams skating four-on-four on a delayed penalty, Lundqvist headed off, Kevin Klein took the puck into center ice and regrouped. Derek Stepan's wrister hit a stick and eluded Varlamov at 15:19 for his first goal of the season (it was Stepan's fourth game since returning from a broken leg). The goal came 40 seconds after the delayed penalty. At 17:02, Girardi re-directed a cross-ice pass from Mats Zuccarello for the 3-2 lead.

"A case of the rust," Boyle said, assessing his night. "The legs and hand were a little behind. Some things will obviously get better as I play more."The best scoring opportunity for the Rangers came from Derick Brassard, who had hit the short side post on a 2 on 1 with Rick Nash.

In his second game of the season after recovering from a broken hand, Boyle also had a good chance could not get enough wood on a cross-ice pass in front from Zuccarello at 5:25. Boyle banged his stick on the ice in dismay.