There are really two phases when you are playing short handed by one player because he's in the penalty box. The first phase starts when the attacking team sets up for a break-out in their defensive zone. Now before we go any further, lets get something straight, DO NOT chase the puck carrier! Let the puck carrier advance up the ice into the neutral zone.
Now, when you are short handed, place two winger out and two defenseman in your short handed situation. Once the line has iced the puck, that would be a good time to change the forward line. I recommend staggering the line change. Once the puck is iced again, then change out the defense.
Now during the icing process the attacking team generally sets up behind the net and waits for the support winger to come down and assist the player behind the net with the break-out. Now look at this picture below.
In this picture you will see the two winger entering the defending zone of the attacking team. Now the key to making this work is for each winger entering is to pick up the attacking winger on their off wing as they enter. Why? By picking up the off winger, it forces your wingers to make big cross overs to speed up to cover the winger breaking out of the zone. If the wingers were to stop and then try and pick up the attacking wingers, they will lose too much energy getting back up to speed.
Plus, when the winger take the off winger, it allows your winger to be on the inside skating lane and the attacking player on the board side. Now because the attacking winger will be on the board side, it's going to force the attacking winger to speed up to get open. However, as a defending winger, adjust your speed to keep him from cut in towards center ice. So you might have to cheat and give him a couple of inches of breathing room ahead of you.
Now as the attacking winger gets closer to the blue line, you can gradually angle him over the blue line which will now place him off sides. This will force the puck carrier to turn back and regroup. If the puck carrier enters or dumps the puck into the attacking zone, the whistle will blow because the winger has been angled off side. This is a good way to stop the approach of the attacking from penetrating the zone.
Once they get the puck into the attacking zone, you will need to set up in a defensive box configuration.
Now you will see from the picture above, the the defending team has set up in a box configuration and this box has to have the ability to move with the puck. Yes you can keep the box stable. In fact, sometimes this is the best way to go. But, if you have a great short handed defensive team, they can adjust the box to make the play a little more aggressive.
Once the puck is intercepted, the player with the puck needs to ice the puck down to the other teams defensive zone. No, do not try and skate it down for a break-a-way. The odds are really good that it will be taken away and then you leave the team shorthanded for three to defend.