Interesting. What are the state laws in Montana? Ive never heard of anyone being contacted by state gambling control. What does he want you to do now?
Here is a pretty good breakdown. It's an article on known cases and opinion.
Players have little to fear from the feds. There is no federal law against playing online. U.S. Attorney Catherine Hanaway admitted in a 2007 House hearing that just placing wagers online isn't against federal law. Players might run afoul of state laws, but even that is rare. The one case we know of is Jeffrey Trauman, of North Dakota, who paid a $500 fine on what was probably over $100,000 in sports bet winnings. (Gambling & the Law)