You can find a lot by doing google searches.
"Cablevision's hi-def plan encompasses HDTV production on its MSG Network, program distribution over its cable infra-structure and retail display at The Wiz consumer electronics stores. Immediate HDTV programming plans include all New York Rangers and Knicks home games in the 1998-99 season on MSG"
http://www.highbeam.com/doc/1G1-53190453.html
If it's truly the first HD broadcast you're interested in, not first national HD broadcast, then you should contact MSG Network.