Actually, the Wings were shut out against the Flames in the playoffs May 3, 2004. They were shut out 3 times in the playoffs that year (Nashville Apr 13th & Calgary May 1st & 3rd).
It was such a stupid stat that did not mean anything. They (the local broadcast team) mentioned it every time the wings scored their first goal of a game. The Wings were still more than a full season away from breaking the streak, so they shouldn't have even brought it up until next year when they were starting to get close.