What season are these episodes from CSI:NY is on?

I bought some CSI:NY dvds i bought seasons 2 and 3 and im trying to look for the season that has where this guy knows Mac Taylor he knows alot about his past it all starts when Mac gets phones calls and it always shows 3:33 then he finds a brefcase with a t-shirt with blood on it in side then Stella gets 3D puzzles and there is always a peace missing and what ever peace was missing will have something to do with Mac Taylors past now does anyone know what season does this happen in?

It started at the end of season 3, and continued through season 4.