CHICAGO — By the time Rays starter Jeremy Hellickson figured out how to stop leaving his pitches up Thursday night, the Rays were too far down to do anything about it.The result was a 5-2 loss to the White Sox, quickly erasing any momentum from their encouraging 5-1 homestand and getting another extended road trip off to a bad start."I couldn't shut them down after we put up a run and put us in a hole early," Hellickson said. "Can't do that."Hellickson's rough start — he allowed three runs in the first inning — was only part of the problem for the Rays, who dropped to 10-12 and back to five games behind the AL East-leading Red Sox. The other was White Sox starter Chris Sale, the Lakeland native/Florida Gulf Coast product, who pretty much had his way with them over seven innings, allowing two runs but only four hits, walking four and striking out seven."Their pitcher is going to make a lot of teams look sluggish; he's really good," manager Joe Maddon said. "But it wasn't one of our better games, I agree with that. But I think a lot of it had to with him.""That guy's just nasty, man," Rays outfielder Kelly Johnson said. "He can do everything."Hellickson was coming off a solid outing against Oakland, and the Iowa native warmed up well, an accomplishment in itself on a cold Chicago night that was 52 degrees at first pitch and in the 40s much of the night.He gave up a double to leadoff man Alejandro De Aza, then another to former Ray Jeff Keppinger, erasing the 1-0 lead he had been handed. He then walked Alex Rios, and after getting an out, gave up an RBI single — Keppinger made a nifty tag-avoiding slide — and a sac fly, quickly making it 3-1 White Sox.The common theme was pitches Hellickson left up in the zone. "It was just a few pitches, but all of them got hit," said Hellickson, who is 1-2 with a 4.31 ERA. "I've just got to be better."The poor starts are becoming a bit problematic as eight of the 15 runs Hellickson has allowed have been in first innings, giving him a 14.40 ERA compared to 2.39 after. Not that it's anything he can simply change."Once I'm out there, I have no idea; now that you've said it, it is kind of frustrating," he said. "I feel good. I've just got to make better pitches."The Rays got back into the game in an unlikely way, a home run by catcher Jose Lobaton, his first of this season and the third of his career, part of a night in which he reached base three times. After the homer, he first got the silent treatment in the dugout and then an ice cream treat.Hellickson found what he was missing and sailed through the next couple of innings, then he got bailed out of a mess when leftfielder Johnson teamed with third baseman Evan Longoria and Lobaton to cut down Conor Gillaspie at the plate in the fourth.But Hellickson opened the sixth with a five-pitch walk to Rios, then left an 0-and-1 fastball right over the plate that Adam Dunn, despite a 2-for-48 skid and .097 average at the time, clubbed for a two-run homer."Pretty stupid pitch to Dunn right there," Hellickson said.Pretty much ended their chances, too.