this has to be a wind up thread starter but i'll bite all the same.
Since BZN was your departure aerodrome and within 10 mins flying time of your joining point MALBY, you would have received pre-fly clearance.
Was it not read to you on taxy.
did you not ask for it
never mind it will be easier in 2012 when the guys from south of the M4 will be with you to teach you what to do

ps if you are a mil pilot and the wx is good - take RIS or FIS it cuts out the detours