Quick Recovery Burke was also lucky during a penalty to the Devils in the latter stages of the first period.
In the playoffs, a power-play goal during a two-minute retaliatory penalty could turn the game, if not the series.
During a penalty shot players can call rebounds or no rebounds.
Brodeur's most testing moment in the first two periods came early in the second during a holding penalty on Jason Arnott.
Mario Lemieux scored for Pittsburgh during a delayed penalty.
Nedved crosschecked Kasparaitis in the back during a delayed penalty.
"Then the Red Wings got two goals during a penalty - you could do that then - and we lost in the second overtime."
During a penalty, the player who committed the infraction is sent to the penalty box.
The Devils scored three times before then for a 3-1 victory, with Hartford's goal coming during a 5-minute penalty midway through the last period.
The offending team cannot score a goal themselves during a delayed penalty.