Pena tied it at 2 with a leadoff homer in the sixth, and Jason Bartlett doubled in the go-ahead run off John Danks in the seventh, sending Tampa Bay to its eighth win in 11 games.
The Rays maintained a 4 1/2-game lead over Boston in the AL East, and they continued to win even though Troy Percival, Evan Longoria and Carl Crawford are on the disabled list.
They began the day tied with Los Angeles for the AL's best record and, after taking two of three from the Angels, kept the momentum going against one of baseball's hottest teams. The White Sox had won eight of nine and had a 46-9 scoring edge over the previous four games while pounding out 14 homers
- but they were victimized by the long ball this time.
One of the big blows came from Baldelli, who returned from the DL less than two weeks ago.
Sidelined for the first 116 games with a muscular disorder after missing much of last season with hamstring injuries, Baldelli looked just fine against Octavio Dotel in the eighth. He drove an 0-1 pitch over the left-field wall for his first homer since May 3, 2007, against Minnesota.
After Willy Aybar doubled, Zobrist chased Dotel when he drove a 3-2 pitch out to right to make it 6-2.
Chicago's Alexei Ramirez hit a two-run homer off J.P. Howell in the bottom half, his fourth homer in five games, but the Rays added three more runs in the ninth.
Edwin Jackson (10-8) became the Rays' fourth 10-game winner despite six shaky innings. He allowed seven hits and two runs, struck out five and walked five while improving to 5-1 in his last six starts.
Danks (10-6) lasted 6 1-3 innings, allowing five hits and three runs.
