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The Stars unraveled on Tuesday, and they now face a huge hill to keep their season alive.

Jamie Benn took a five-minute cross-checking major penalty 1:53 into the game and was ejected because of it. That was the impetus in a 4-0 loss that puts Dallas down 3-0 in the best-of-seven series with the Vegas Golden Knights. In the history of the NHL, teams down 3-0 are 4-200. That means Game 4 is a must-win on Thursday at American Airlines Center.

"We've got to find a way to win a game on Thursday," Stars coach Pete DeBoer said.

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      DeBoer on being down 3-0 in the series

      That might not be easy. Benn's penalty was significant, as he not only banged into Mark Stone to knock him down, but then cross-checked Stone in the neck as Stone lay on the ice. Officials reviewed the play and confirmed the game misconduct. Benn might also earn a suspension from the league.

      "We will live with the consequences, whatever they are," DeBoer said. "We lived with them tonight and we'll live with them going forward if there is any other supplemental discipline."

      Still, the Stars were supportive of their leader. Benn is the longest-serving captain in franchise history and has been this team's front runner for a decade. So, while nobody defended the play, many defended Benn.

      "Jamie is one of, if not, the best captains in this leagues," Tyler Seguin said. "Collectively, we lost this game."

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          Tyler Seguin on the tough start to the game

          Joe Pavelski said, when asked if the players were disappointed in Benn, "No. You guys ask if I'm disappointed in a guy I have so much respect for? I've got no problem with Chubs. We needed to be better from there, and we weren't."

          DeBoer was asked a couple of times to react to the hit, and he said he wasn't going to be "judge and jury" on the play.

          "He made a mistake, he feels really badly about it. I don't think anyone in the building feels worse than he does about it," DeBoer said. "I'm not going to pile on him. He's been a leader here for his entire career. He leads by example every day on and off the ice. He made a mistake. Fortunately, Mark Stone is okay. But I'm not going to stand here and pile on tonight. I don't think it does anybody any good."

          The captain was not available for comment after the game, despite an interview request from the assembled media.

          It was just one piece to a bad night for the Stars.

          Late in the second period, Max Domi received a 10-minute misconduct penalty, along with a cross-check and a roughing penalty. The crowd responded by booing the officials and throwing debris all over the ice. It was an embarrassing scene.

          Officials decided to end the period early and then tack the additional 22 seconds onto the third period just so they could clean the ice properly.

          "We don't love it," Seguin said. "We have amazing fans here and it's out of character for them. Hopefully, they don't do that again, but we put them in that position."

          While Pavelski added, "We have tremendous fans. We love playing for them. They were engaged, they wanted it as much as we did, and they showed it in that way. You don't like to see it, but we have to be better for them. We're all in this together."

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              Joe Pavelski on the penalty kill versus Vegas

              The game fell apart quickly, as Vegas scored on a great pass from Jack Eichel to Jonathan Marchessault just 1:10 into the game. Benn then took his cross-check at 1:53, Ivan Barbashev tallied a power play goal at the 5:57 mark, and William Carrier made it 3-0 about a minute later.

              Starting goalie Jake Oettinger was pulled at that time and Scott Wedgewood came on, stopping 10 of 11 shots to finish the game. It was the third time Oettinger has been pulled in the past eight games, but DeBoer said he believes in the 24-year-old netminder.

              "I think we're concerned with our whole team. We're in a 3-0 hole," DeBoer said. "Listen, we wouldn't be sitting here playing right now without Jake Oettinger. We wouldn't be sitting here playing without Jamie Benn. Those guys have been huge pieces of us getting here. I think we all have to be better in order to dig out of this hole."

              Vegas goalie Adin Hill made several spectacular saves to earn the shutout.

              Dallas finished with a 34-16 advantage in shots on goal. It had a 70-37 edge in shot attempts and twice as many scoring chances as Vegas.

              Oh, and the Stars also led in penalty minutes 35-6, which was a problem, but that will be forgotten by Wednesday.

              "It's frustrating for sure," Seguin said. "You've just got to do your best to flush it and move on."

              This story was not subject to the approval of the National Hockey League or Dallas Stars Hockey Club.

              Video: DeBoer on being down 3-0 in the series is a Senior Staff Writer for DallasStars.com and has covered the Stars since 1994. Follow him on Twitter @MikeHeika