ATLANTA - Jaromir Jagr scored the first goal of New York’s playoff series against Atlanta, and the Rangers’ leader couldn’t have been more miserable.

“I don’t like to score the first goal,” Jagr said. “That gives me bad luck. I scored the first goal this year and I struggled. I hate that.”

Led by Jagr, the Rangers scored the first two goals of Thursday night’s opener and held off Atlanta’s comeback to beat the Thrashers 4-3. New York scored two goals in each of the first two periods, but had to win with defense in the final minutes.

“I knew they were going to come back,” Jagr said of the Thrashers. “That is the way they play.”

The Rangers withstood a power play that covered the final 1:11.

Atlanta’s best chance to force overtime came when the Rangers got only their second penalty, a call against Thomas Pock for holding the stick, to set up the Thrashers’ late power-play opportunity. Atlanta pulled goalie Kari Lehtonen after the penalty, but was stymied by Henrik Lundqvist.

“I just tried to battle,” Lundqvist said after his first playoff victory. “It was a close game in the end. We battled real hard in front of the net.”

New York outshot Atlanta 38-24.

“We cannot give up four goals to a goalie like Lundqvist,” said Atlanta’s Eric Belanger. “It’s going to be tough to win.”

The Thrashers, in their seventh NHL season, were playing their first postseason game.

“Maybe we were a little nervous out there, but we made a few adjustments,” said Atlanta coach Bob Hartley. “Now we have one game under our belt and it’s important that we keep going on what we built in the third period.”

There were only five penalties despite consistently hard checks on both sides.

“I was really happy with the officiating,” said New York coach Tom Renney. “It was an entertaining game, and especially for the fans.”

With the tight victory in the Eastern Conference quarterfinal game, the Rangers took their first postseason win since the 1997 playoffs. They were swept by New Jersey in the first round last year, when Lundqvist made his playoff debut.

Jagr helped make sure New York enjoyed a better start in this series, scoring his 68th postseason goal for a 1-0 lead.

The early goal made Jagr feel uneasy, but he wasn’t complaining about the 1-0 lead in the series.

“It gives us a little room for error,” Jagr said.

Michael Nylander had a goal and two assists, and Michal Rozsival and Marcel Hossa also scored for the Rangers.

Belanger, Shane Hnidy and Pascal Dupuis scored for Atlanta.

“The way we played in the third is how we have to play in the first two,” said Atlanta’s Keith Tkachuk, who had an assist on Belanger’s goal. “We just gave them a little too much room. We had our chances at the end, but (Lundqvist) did a good job blocking our shots.”

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The Thrashers cut New York’s lead to 4-3 about six minutes into the third period when Dupuis scored from in front of the net. But the Rangers held on.

Nylander set up the first goal of the series with a cross-ice pass to Jagr, who was waiting in the right circle for his one-timer past Lehtonen.

“We found each other going to the net,” Nylander said.

“You always want to try to score first. Tonight we were fortunate to get the lead and hold it. It was tough. They battled hard.”

There were no penalties until late in the opening period, and each team scored quickly on its first power-play opportunity.

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Rozsival scored only 16 seconds after a holding penalty on Andy Sutton to push the Rangers’ lead to 2-0. But Rozsival was called for hooking late in the period for the Rangers’ only penalty until the final moments. Belanger scored only 19 seconds later on a tip-in from Niclas Havelid’s shot.

Hossa, often working against his brother, Atlanta’s Marian Hossa, pushed the lead to 3-1 with a goal midway through the second period.

Hnidy answered for Atlanta, but the Rangers quickly took another two-goal lead. Lehtonen blocked a shot on a two-on-one break, but Nylander was waiting to score on the deflection off Lehtonen’s glove for a 4-2 lead.

Notes: Dupuis was down on the ice for a few minutes late in the opening period after he was sent crashing into the boards. ... Rangers D Karel Rachunek was not in uniform as he continues to recover from a sprained knee. He may return next week. ... Atlanta resident and former heavyweight boxing champion Evander Holyfield attended the game. ... The last playoff game in Atlanta was in 1980, when the Flames lost to the Rangers before moving to Calgary later in the year.