The New York State Department of Environmental Conservation has the information for all combined sewer outflows on their FTP site however their file you're looking for (NYSCSO.zip) doesn't have a prj file associated with it. It should be in NYS State Plane, but none of them (EPSG 2260 - 2263) seem to work. You'll have to play with the projections to find the right one, but it will be far better than trying to georectify some png file.
The other option is to try and hack the back end of the website. This isn't ideal because it looks like the actual data is being served up on the back end instead of being provided to the browser in a geoJSON, but it might be doable depending on how websavvy you are.
Good luck.
UPDATE
It's EPSG 26918. The points should line up with the coastline. You can just select the points for NYC and create your own shapefile from there.
UPDATE
You can download the zip file from here. Hope that helps.
UPDATE
I also found this site, which in addition to having the locations also has current rainfall amounts.