Heat take 2-0 lead into Boston in East finals updated 4:21 p.m. MIAMI (AP) - The Miami Heat know what's coming from the Boston Celtics. "Their all," Dwyane Wade said. That's what usually happens when one team is fighting to save its season - and in this case, the Big Four era in Boston might be at stake as well. The Eastern Conference finals shift to Boston on Friday night for Game 3, with the Heat holding a 2-0 lead after staving off perhaps the Celtics' best shot to win a classic. Boston's core of Rajon Rondo, Paul Pierce, Kevin Garnett and Ray Allen combined to score 96 points in Game 2, the most they've ever scored in a game together, and it still wasn't enough as the Heat held serve at home with a 115-111 overtime victory. So now, in a season of challenges for the Celtics, the toughest test yet has arrived. Only 14 teams in NBA history have rallied from an 0-2 hole to win a best-of-seven series, and the Celtics haven't done it since 1969. "We still know we have to play better," Boston coach Doc Rivers said Thursday. But I think our guys know now that we can play (with Miami). And I don't know if they did know it or not, but after Game 1, it was such a bad loss for us, I think we needed to have that type of game last night. Obviously, we'd have rather won it. But I think our guys are very confident going into Game 3. There were whispers that the Celtics were finished when the season started with eight losses in 12 games, when they lost seven of eight games to sputter into the All-Star break with a losing record, when they lost their playoff opener to Atlanta, and again when they lost home-court advantage to Philadelphia in the second round. Trailing Miami in this series is just the latest installment on that list, which the Heat say is ridiculous anyway. "We don't buy any of that," Heat coach Erik Spoelstra said. All the labels that people are trying to throw on this team, forget about them. This is a championship team. They've proven themselves. And so the DNA that they have inside of them, that's why they're where they are right now. ... You get them in a seven-game series with the experience that they have, they're as tough as anybody. Spoelstra got home from the arena in Miami early Thursday morning and quickly started studying film, which meant he got to relive how Rondo shredded the Heat in Game 2. Rondo finished with a remarkable 44-point, 10-assist, eight-rebound effort, playing every moment of a 53-minute game. Spoelstra said afterward that Miami has no idea how to fully stop Rondo, and suggested on Thursday that while there are some things the Heat can try, he also knows the Celtics' guard won't be completely shut down. "Let's be objective about it," Spoelstra said. He was sensational. The play that the Celtics were talking about after Game 2 wasn't one of Rondo's 16 made shots, but one of the eight he missed - in overtime, in a tie game. Rondo was guarded by Miami power forward Udonis Haslem, a mismatch that got worse when Haslem took his eyes off Rondo for a moment. That's when Rondo started his drive, getting met near the rim by Wade. The Celtics wanted a foul. Rondo was furious. No call came. Miami took 47 foul shots in Game 2, while Boston took 29. It was something Boston spoke volumes about Wednesday night, and Rivers addressed it again Thursday. "They are going to shoot a lot of free throws," Rivers said of the Heat. But we have to as well. And I thought Rondo was extremely aggressive last night. Wade and LeBron James don't need to be reminded that a two-game lead in a series - while it usually means good things - doesn't guarantee much of anything. Wade led a Heat comeback from a 2-0 series deficit against Dallas in the 2006 NBA finals. James rallied his Cleveland team from two games down to win the Eastern Conference crown a year later against Detroit. Don't tell them this series is over. They know better. "All we did was win two at home," Wade said. That's a very good team over there that we know is going to give us everything - their all - come the next four days when they get two at home in Boston. Rivers said the Celtics believe they're getting closer to figuring out how to beat Miami. His team seems to agree. "I'm not concerned at all," Allen said. After the game I think that everybody was, I say everybody was in good spirits, but at the same time we were disappointed. We were upset. Rivers knows there are tons of questions about the future of the Celtics, especially if they lose a one-sided series to Miami for the second straight year. The Heat needed five games to oust Boston in last season's East semifinals. He dismissed all the what-happens-next talk, saying that if the Heat fall in this series, they'll likely see some major roster turnover as well. For now, he's locked in on just taking the memory of Game 2 and trying to get back on track in Game 3. "You don't throw it away," Rivers said. You hold onto it for 24 hours, and then you move on. We've been really good at that. We have no choice in the matter. We play at home on Friday. You know, listen, it's corny, but they've won two games at home, and now we go to a place that we're very comfortable in, and we have to win two games at home. And then we'll see from there. Follow Tim Reynolds on Twitter at http://www.twitter.com/ByTimReynolds