Monty went into the final round of the Benson and Hedges International with a three-stroke cushion that he managed to turn into a hairshirt by scoring 84. He actually went round The Oxfordshire at Thame, battered by 40mph winds, in 82 strokes but was penalised two shots for kicking sand in a bunker. Officials decided he had infringed the rule about testing the hazard and he denies doing any such thing.
"When I handed in my card I said I'd got an 82 but Andy McFee said 'I think we'll have to make that 84'." McFee was tournament director at The Oxfordshire and it was debatable on the final day whether the course was playable. "We've got a new name for McFee," Monty said. "Magnus Magnusson... I've started so I'll finish."
Had McFee abandoned the final round Monty would have been the winner. If his barber had suggested yesterday "something for the weekend, sir?" Monty would probably have asked for decent weather.
"There was nothing wrong with my golf," he said of his 84. "It was just the conditions that ruined the event. I was battling hard for three days and the last day was just frustration."
Montgomerie has never won the PGA Championship, regarded in Europe as the "fifth major", but he has an impressive record at Wentworth: five top-10 finishes in the past six years. Gary Player was quoted as saying: "The more I practise the luckier I get." Monty takes the opposite view. He tees off today without having played a practice round.
"You want to go into a field of this quality as fresh as you can," he said. "I'm happy with my game. I know my way around here. I think many players overdo it. That is one of the reasons why I have been successful."
Ian Woosnam, the leader of the Volvo Ranking, was similarly frustrated at the B and H. He has been drawn here with Nick Faldo and Stephen Ames, the man from Trinidad and Tobago who triumphed at The Oxfordshire. Woosnam and Faldo have won the PGA here and other course and distance winners include Seve Ballesteros and Bernhard Langer.
"The biggest change I've noticed in Seve," Faldo said, "is that his shoes are dry." This was a reference to Ballesteros's new-found accuracy in that he is no longer missing every fairway. Yesterday Langer, the defending champion, was presented with a pair of golden shoes by Adidas, his sole companions for 10 years. In that time he has walked more than 15,000 miles and won more than $10m (pounds 6.6m). It works out at about $700 per mile.