ST. LOUIS -- Blues coach Mike Yeo needs only a few words to describe his conversations with St. Louis goalie Jake Allen the past few days.

"I say, 'Hi, good morning and good job,'" Yeo said. "That's about it right now. I don't want to mess anything up. He's playing great."

Allen was the star for the Blues again on Sunday, as he stopped 40 of 41 shots, carrying the Blues to a 3-1 win over the Minnesota Wild that gave St. Louis a 3-0 lead in a first-round Western Conference playoff series.

The Blues will try to complete the sweep in Game 4 on Wednesday night.

In the first three games, Allen has stopped a total of 114 of 117 shots on goal by the Wild, who finished second in the NHL this season with 266 goals. He has kept the Wild from taking a lead at any point in the series.

Only one of the three goals against Allen, the one scored by Charlie Coyle on Sunday off a rebound, came when the teams were at even strength. That tally briefly tied the game 1-1.

Jaden Schwartz broke the tie 2:20 later in the second period with his second goal of the series. It came on a power-play after he drew a high-sticking penalty against the Wild's Ryan White. It was the first power-play goal by the Blues in nine opportunities in the series.

Allen then went to work to protect the lead, stopping 19 shots in the third period.

"It was a real tough test for us out there the second half of the game, Allen said. "They pushed really hard and put us on our heels a bit and we grinded and we got it done ... a huge win for us."

Allen knows the Wild have been frustrated by not being able to score more goals, but he doesn't know if he has gotten inside their heads ever since he stopped 51 of 52 shots in the Blues overtime win in Game 1.

"I'm just playing my game and I don't know what's going on over there, but we're just focused on ourselves and we're not worrying about what they're doing or what they're changing or doing to their lineup," Allen said. "We're doing a good job focusing on ourselves and it was a gutsy win tonight."

Yeo did recall a conversation he had with Allen earlier this year, when he was going through a tough period and was pulled from several games in a row.

"I remember one particular time when he got pulled earlier and things weren't going well and I remember saying, 'This is going to make you a way better player when you get through this,'" Yeo said. "I think we're seeing that right now."

So are the Wild, who will have to win four consecutive games in order to win the series and advance to the second round.

"We've got to look at it like it's a Game 7 on Wednesday and not worry about the series at all," Minnesota coach Bruce Boudreau said. "If we play like we played tonight with a few little tweaks, who knows, I think we can be successful.

"If you're looking for me to criticize our team, it's not going to happen. We were friggin' good tonight, and we didn't get the breaks. So, quit trying to put words in our mouths that make us look like we're bad because we're not."

Wild goalie Devan Dubnyk has been almost as good as Allen, allowing two goals in each of the three games. The Blues got an even-strength goal from Colton Parayko in the first period, then added an empty-net goal from Alexander Steen on Sunday after Dubnyk was pulled for an extra attacker.

"They literally get a power-play goal and it's the difference in the game and really all three games have been that way," Dubnyk said. "It's a bounce one way or the other and it's pretty crazy to be in this situation with three games like that but again all we can do is keep pushing the way we're pushing. Guys are working, guys are caring, everybody's working as hard as they possibly can and we've just got to start with one-on-ones. That's all it comes down to."

This is the first time the Blues have taken a 3-0 lead in a series since they swept the Dallas Stars in the conference semifinals in 2001.

"This is a new experience for all of us," Yeo said. "That's a good test against a good team. That's how you mature and how you grow as a group. I know there's been some regret in the past about not closing out series when there was a chance here. For me, it's just about staying focused and playing a really strong game. That's what we're going to need."

NOTES: The Blues did not make any changes to their lineup, meaning C Jori Lehtera was a healthy scratch for the second consecutive game. ... Wild C Erik Haula was in the lineup after missing practice on Saturday. He was drilled into the boards during Friday night's game. ... The Wild did make two changes to their lineup, scratching D Christian Folin and C Joel Eriksson Ek and inserting C Ryan White and D Nate Prosser. ... Because of the break in the schedule before Game 4, the Wild returned to Minnesota after the game. They will fly back to St. Louis on Tuesday before the Wednesday night game.