By Steve Keating

PITTSBURGH (Reuters) - The Detroit Red Wings shrugged off a game three loss to the Pittsburgh Penguins on Thursday as their Stanley Cup final series looked set to turn from a rout into a championship classic.

After opening the best-of-seven series with crushing back-to-back shutouts, Detroit supporters were busy planning a Stanley Cup parade route.

But a 3-2 loss to the gritty Penguins on Wednesday has left the Red Wings needing to do something in game four on Saturday that no team has managed this post-season -- win at the Igloo, or watch the series shift back to the Motor City level at 2-2.

The oldest arena in the NHL and soon to be demolished and replaced by a new facility, the Igloo has proven an almost impenetrable fortress.

With their game three win, Pittsburgh improved to 9-0 on home ice in the playoffs and have won 17 straight, counting the final eight games of the regular season.

"You have to win four games," Detroit's Swedish captain Nicklas Lidstrom told reporters. "It's not over after you're up 2-0 or 2-1.

"You have to have that mentality that you have to stick with it for four wins whether you win four straight or if you have to find ways to come back after a loss.

"We've seen situations like this before where you want to get that third win, you want to get a good push. For whatever reason, the other team comes out and plays real well."

DIG DEEP

This is not new ground for the veteran laden Red Wings, who went up 2-0 to Nashville in the opening round of the playoffs and ahead 3-0 to Dallas in the Western conference final, then allowed both teams to record back-to-back wins before recovering to close out both series.

Pittsburgh had to dig deep to keep from falling into a 3-0 series hole, captain Sidney Crosby scoring his team's first two goals of the finals as the young Penguins battled to a 3-1 lead then weathered a third period surge by the Red Wings to get the win and a badly needed jolt of confidence.

While the momentum going into Saturday's game four rests with the Penguins, history sides with the Wings.

Of the 31 teams to take the opening two games of the finals on home ice, 30 have gone on to lift the Stanley Cup.

"I think we're a pretty confident group," said Red Wings coach Mike Babcock. "We like our team. We like how we play.

"We thought they played better last night. We think they'll play better again. We think we have to be better.

"This is what we do. We respond and play better the next game. We feel Saturday will be no different."

(Editing by Rex Gowar)