Auld, starting for the third time in 12 games, allowed Brandon Dubinsky's first goal in 24 games in the first period, but was perfect the rest of the way in improving to 3-0-2 against the Rangers. The teams split the four-game season series.
Auld made three consecutive shots against Markus Naslund at the right post with 2:54 remaining to win for the first time since Feb.
Henrik Lundqvist stopped 20 shots, but the Rangers' three-game winning streak overall and four-game home spurt were broken.
The late-season surge is most likely too late to get the Senators back into the Eastern Conference playoff chase. Ottawa (32-30-10) is in 11th place, three spots and seven points behind Montreal and the playoff cutoff with 10 games to play.
The Rangers missed a chance to jump from seventh to fifth in the East and remained three points ahead of Montreal with nine games left.
Shannon put Ottawa in front 2-1 at 1:09 of the third after Rangers forward Scott Gomez turned over the puck to Mike Fisher at the Senators blue line. Fisher sent a pass to Nick Foligno, who carried the puck into the Rangers end and dropped it back to Shannon. Shannon cut past Wade Redden and scored his fifth goal.
Dubinsky netted his first goal since Jan. 27 thanks to the hustle of linemate Ryan Callahan. After a turnover at center ice, Sean Avery flung the puck into the Ottawa zone. Auld went behind his net to cut off the dump-in, but Callahan outraced him and sent a pass in front to Dubinsky, who snapped a shot in at 2:18 before the goalie could get repositioned.
Dubinsky thrust both arms in the air as a sign of celebration and relief for his ninth goal this season, and flashed a wide smile as he received a line of high-fives while skating in front of the Rangers bench.
Comrie, who missed the previous three games due to the flu, tied it 6:09 into the second. Comrie's shot was blocked by defenseman Dan Girardi. Comrie got to the loose puck in the slot and sent a backhander through traffic and past Lundqvist for his 10th goal of the season and third in 12 games since being traded to Ottawa by the Islanders.
Notes: Callahan stretched his point streak to six games (four goals, four assists). He had two goals in Saturday's 5-3 win over Buffalo. ... The Rangers scored first for the sixth straight game...Dubinsky also had droughts this season of 13 and 19 games without a goal. ... Rangers D Michal Rozsival appeared to injure his left leg when hit by Ottawa's Shean Donovan early in the second period and didn't return. ... D Chris Campoli, acquired with Comrie from the Islanders, earned an assist on Comrie's goal for his ninth point in 15 games with Ottawa (three goals, six assists).
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