Here's the link: http://fwp.mt.gov/fishAndWildlife/licenses/prohibited.html
You will find that it clearly states these animals are prohibited:
Apes - all of them
Monkeys - all of them
Deer family (ungulates) - most of them
And many more.
If it is not on the prohibited list, it may be on the controlled or non-controlled lists. If the animal you are looking to get is not listed, then it is automatically on the prohibited list until it has been classified. If you have any questions you should call Bette Moe at 406-444-2452. If you take possession of a prohibited animal you are hurting yourself as well as the animal.
Please make sure you are doing your research before trying to make an animal your pet.
The best pets are the domesticated ones anyway. Your dog, cat, horse, or small critter will make you a hundred times happier, calmer, and stress free.