Marc-Andre Fleury made 38 saves for Pittsburgh, which allowed the speedy Islanders to counterpunch all night.
Fleury allowed every one of the New York goals in Pittsburgh's worst loss of the season.
At one point in the second period, Fleury's glove came off during a scramble.
The BBC's North America Business Reporter Michelle Fleury said the length of the sentence was unexpected.
The puck trickled behind Fleury and was swept in by John Tavares, but too late.
Okposo continued his superb series by scoring for the third straight game, with some help from Fleury.
Penguins coach Dan Bylsma was noncommittal whether Fleury would be back in the net for Game 5.
Fleury jumped to his left, and the puck somehow went right into the webbing of his glove.
In the third period, Fleury angrily batted a puck out of the air during a stoppage in play.
McDonald pulled the Islanders within one 5:12 when he stuffed a backhand underneath Fleury's pads from a bad angle.
Evgeni Malkin added two assists, and Marc-Andre Fleury made 32 saves for Pittsburgh.
Stepan won the draw in the left circle and sent the puck right to Nash, who beat Fleury cleanly.
The way Fleury was playing, it looked as though it would be enough.
Fleury got help from a quick whistle in the first period after he smothered a shot by Matt Moulson.
"I thought I had it under my arm, so I don't know how it slipped back there, " Fleury said.
"I didn't feel like we were out of control or undisciplined, " Fleury said.
Fleury was there, facing in Okposo's direction, when the puck hit him while he was crouched, and found its way in.
Fleury has started all 78 playoff games the Penguins have played since 2007, but Vokoun has had success against the Islanders.
Veteran Tomas Vokoun was signed by the Penguins as an insurance policy just in case a replacement for Fleury was needed.
The goaltenders posted nearly identical save percentages and goals against averages, though Bylsma left little doubt that Fleury is No. 1.
Fleury made 32 saves and didn't get a chance to really relax until Pascal Dupuis' empty-net goal in the final minute.
Fleury went down into his usual butterfly stance and flexed his bare hand when the Rangers managed to squeeze off a shot.
Last year, Fleury allowed 26 goals in a six-game loss to Philadelphia.
Fleury showed no ill effects of last year's meltdown against the Flyers.
Those who did get pucks in on Fleury didn't fare any better.
And whenever Fleury faltered, backup Tomas Vokoun was every bit Fleury's equal.
Islanders goaltender Evgeni Nabokov actually has worse statistics in this series than Fleury, with a 4.56 goals-against average and an .846 save percentage.
Fleury was strong in keeping the Islanders at bay over the first 40 minutes as New York was constantly on the power play.
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