Penicuik got off to a flyer in the fourth minute when a Montgomery cross into the box forced an own goal by Turnbull.
Two minutes later Linlithgow broke up the right and a testing cross was headed clear by Darrell Young.
In the 12th minute a great run by Barr, culminated with a strike on goal that keeper Bernard turn away to safety.
At the other end a long ball from defence set up Ruari MacLennan but keeper Allison was able to nip the ball off the feet of the midfielder.
Then in the 15th minute Kateleza had a chance but the keeper did well to block the shot and the rebound was hit by Barr and cleared off the goal line, however a penalty kick was awarded and Kateleza converted.
In the 24th minute a quick break by Linlithgow saw Coyne one on one with keeper Allison but once again the keeper denied the striker.
Penicuik were in total control of the game and one minute later Kateleza tormented the Rose defence and his final pass set up Lough to slot home from close range.
In the third minute of the second half a neat combination between Barr and Kateleza saw the latter’s shot blocked and cleared.
Then in the 51st minute a thunderous strike by Ruari MacLennan fizzed past keeper Allison.
And three minutes later Linlithgow scored again this time through Roddy MacLennan to make it 3-2.
In the 70th minute Barr burst through into the penalty box but was pulled back, the referee, however, allowed play go on with the keeper denying the midfielder.
In the 75th minute, referee Smith spotted an infringement and showed Coyne his second yellow card but three minutes on, Penicuik’s Young was dismissed for a second yellow card.
Penicuik were still under pressure but they continued to defend well until in injury time, Forbes rather harshly, received a straight red.
Penicuik: Allison, Forbes, Williams, Hume, Young, Jones, McCrory-Irving, Barr, Lough, Kateleza, Montgomery. Subs: Connolly, Reid.