"You have to kind of challenge yourself that way. No, I'm just kidding," he said with a laugh.
His first goal came 2:08 after Andrei Markov gave Montreal its third lead during another man advantage. The Canadiens' power play is statistically the fourth-worst in the NHL, and had connected once in 22 chances the previous five games.
"It's been kind of a hit and miss, more miss the last four or five games," Lang said.
There had been only one penalty called before New York's Aaron Voros went off for hooking 2:29 into the third. Tomas Plekanec won the ensuing faceoff over to Markov, who scored his sixth goal.
The Rangers - tied in points with Philadelphia atop the Atlantic Division - took the next two penalties, as well, setting up a 5-on-3 advantage that Lang converted into a 4-2 Canadiens lead at 4:40.
"We've been able to get points and wins since the start of the year without having a really good power play," coach Guy Carbonneau said. "We've worked on being a better defensive team, and that's helped us a lot."
Michal Rozsival got the Rangers back within a goal 2 minutes later, but New York lost for the fifth time in seven games (2-4-1).
Chris Drury and Ryan Callahan scored tying goals earlier.
Two-time former Rangers star Alex Kovalev and Guillaume Latendresse staked Montreal to a pair of one-goal leads in front of goalie Jaroslav Halak, who subbed for injured All-Star starter Carey Price for the third straight game. Halak made 36 saves and was helped by his teammates, who weren't short-handed until there was 3:42 left.
Halak had allowed eight goals in his previous two starts and was pulled after giving up three on 22 shots in a 4-1 loss at New Jersey on Friday.
"I gave up some bad goals over there, but I'm not the first guy who did that and I'm not the last one," Halak said. "I knew I could play better. I was happy with my performance."
Lang made it 5-3 with 4:31 remaining during 4-on-4 play and finished the hat trick with a short-handed empty-netter. Montreal, on a 7-1-1 spurt, jumped one point ahead of the Rangers into fourth in the Eastern Conference.
Lang's other hat trick came on Nov. 12, 2003, with Washington.
"If I keep on this pace I probably won't score another one, so I will enjoy this one," Lang said.
Henrik Lundqvist stopped 19 shots, but couldn't build off a shutout of Pittsburgh on Monday.
"As a team we played really well, but you can't expect to win when I let in five goals," said Lundqvist, who has done that four times in his last 11 outings.
The Rangers managed to tie it for a second time in the middle period, despite chasing the speedy Canadiens a lot. Montreal controlled play over the final 9 minutes after Rozsival went off for hooking - the game's first penalty.
Callahan, however, made it 2-all at 9:25 when he took a feed from Scott Gomez, who found him for a one-timer past Halak for his 12th goal.
New York outshot Montreal 12-8 in the second period, after each team recorded nine shots in the first.
"We deserved better," forward Markus Naslund said. "We worked as hard as we did against Pittsburgh. We had some bad breaks, and obviously giving them five power plays makes it difficult."
Lundqvist, who after posting his first shutout of the season in a 4-0 victory Monday lamented his propensity to allow early goals, did it again 3:05 in. Never known for fine puck-handling skills, Lundqvist backhanded a pass behind his net that was intercepted by Canadiens rookie Max Pacioretty.
Pacioretty, playing in his third NHL game, threaded a pass in front onto the stick of Kovalev, who flipped in his 10th goal.
Drury created the first tie when he followed up his drive from the right circle and swept the puck in front off a few bodies and past Halak with 2:38 left in the first.
Lundqvist's second gaffe helped hand the lead back to Montreal.
Roman Hamrlik fired the puck from his side of center ice, and Lundqvist left a big rebound that Latendresse put in with 1:07 remaining.
Notes: The Canadiens were again without C Saku Koivu (leg), LW Christopher Higgins (shoulder), LW Alex Tanguay (shoulder), RW Mathieu Dandenault (arm) and RW Georges Laraque (groin), all on the injured list. ... Pacioretty, from nearby New Canaan, Conn., has points in two of his first three games. He scored a goal in his NHL debut Friday at New Jersey. ... The Rangers had beaten Montreal four straight times at home.
