Loui Eriksson scored in the third round of the shootout, Auld was perfect in all three rounds, and the Stars rallied from a two-goal deficit for a 4-3 victory over the slumping Calgary Flames on Wednesday night.
Eriksson beat Miikka Kiprusoff with a backhander after Dallas' Mike Modano and Brad Richards failed in the first two rounds.
Auld, making his fourth start in six games in place of Marty Turco, denied Olli Jokinen and Jamie Lundmark in the opening two rounds, then stopped Jarome Ignila in the third round.
"I felt good in the shootout," Auld said. "I obviously have a little confidence in that right now. That's a key part, feeling good, feeling confident enough to hold your ground and wait for the move that you think is the one."
Dallas won its second straight shootout behind Auld after losing seven of its first nine tiebreakers this season.
"Loui got the goal, but Alex won it for us," Stars coach Marc Crawford said. "If Alex keeps playing like that, we'll feel a lot more confident."
Dallas won its fourth straight at home and is 12-2-2 in its last 16 games in Texas. But the Stars are only 1-9-2 in their last 12 on the road.
"We were down 3-1 and could have folded, but we had everybody battling," Crawford said. "We've got to keep building on this."
Calgary, 0-6-2 in its last eight, is only two points ahead of Dallas in the Western Conference playoff race.
"It was a tough loss, but it's a point in the right direction," Iginla said. "For two periods, we played really good. We knew they'd be desperate because they're trying to claw back in the race for the playoffs and go ahead of us."
Kiprusoff received two slashing penalties in the final minute of overtime to give Dallas a 5-on-3 advantage, but the Stars were unable to cash in, sending the game into the shootout.
Dion Phaneuf and Iginla scored power-play goals during a 23-second span of the first period to energize Calgary's slumbering offense.
Jokinen added a second-period goal, and Lundmark had two assists for the Flames, who'd managed two goals or fewer in eight of their previous 10 games.
Modano notched his 553rd career goal at 3:58 of the first period, Modano's fourth in his last seven games.
But Calgary capitalized twice in rapid succession during a power play resulting from a match penalty to Dallas' Mark Fistric.
Phaneuf scored from distance at 11:04 to tie it at 1, and Iginla beat Auld on a backhander from the slot at 11:27.
Fistric was assessed the match penalty in addition to a fighting major after bopping Calgary's Eric Nystrom on the head with Nystrom's helmet during a scrap. Fistric dislodged Nystrom's helmet as the players wrestled, and when Fistric used the helmet as a weapon, the referees slapped Fistric with the match penalty, meaning the power play could continue after Phaneuf's goal.
Crawford said Fistric, suspended pending a review by the league, was caught in the heat of the moment.
"It's unfortunate he got the ejection," Crawford said. "He doesn't have a history of anything like that. I thought it was accidental, but the referee has got to call it how he sees it."
Jokinen made it 3-1 at 11:37 of the second period when he shoveled a rebound past Auld.
But James Neal's deflection gave Dallas momentum, pulling the Stars to 3-2 with 24 seconds left in the second period.
"For two periods we were on our game," Flames coach Brent Sutter said. "It was the last goal in the last minute (of the second period) that we gave up. That put us on our heels in the third period. It allowed them to dictate play in the third. When you're up 3-1, you've got to win that game."
Dallas had 1:25 of a 5-on-3, and Richards tied it at 3 from the slot at 7:35 of the third period with 18 seconds remaining in the two-man advantage.
NOTES: With Fistric out, the Stars had to go with five defensemen. ... Dallas was involved in its league-high 17th overtime game. ... Modano has 1,349 career points, tying Mats Sundin for 25th in league history. ... Dallas F Brenden Morrow and Jere Lehtinen were back in the lineup after missing the previous four games with upper-body injuries. ... C Mikael Backlund was in the Flames' lineup after being called up from Abbotsford of the AHL on Tuesday. Backlund, a native of Sweden who was Calgary's first-round draft choice in 2007, made his NHL debut last season. ... Auld received an assist on Richards' goal, Auld's first of the season.