this clip shows Colin Montgomerie get himself into a difficult position during the Indonesian open of 2005. Just before a rain delay he appears to have a very difficult shot and almost impossible stance in the bunker. Montgomerie marched off without marking his ball. On resumption he replaces a ball at least one foot away from the original position and gets up and down for par with ease

The video is clearly a fake and was, in fact, taken in a disused warehouse in Cheetham. This is a conspiracy by MI6 and the CIA to discredit a Scottish nationalist hero. There is oil off the coast of Scotland. George Bush was involved in the oil business. Need I say more? You and other disinformation agents should be ashamed of yourselves.

'ad hom' attack!!!! - appeal to moderators!!!!!, foams gently at the mouth whilst reaching for slow release medication

The film does suggest he cheated. Why would he do this? Surely he is aware that all competitions are being filmed?

Yes he did cheat. He probably gambled that such an early round incident would not be noticed - in golf not all groupings are filmed all of the time.
What is more interesting is the reaction of the Tour - Montgomerie is a huge star and thus did not even receive a slap on the wrist. This contrasts sharply with the treatment of a contemporary of mine in the 1980's. Davie Robertson from Dunbar was caught cheating in an Open qualifying event. He was banned for 25 years from all sanctioned golf both amateur and professional.
The case of Montgomerie was recently reopened by comments by Sandy Lyle. The reaction of the golfing hierarchy was again to protect Montgomerie and to villify Lyle.
The broader question as to why anyone cheats is also interesting psychologically. I have encountered a number of cheats in sport. Very few of them 'cheat to win'.