This is a pun on 'lynx' which is a type of medium sized wild cat but it's also being used because it sounds exactly similar to 'links' which is a type of golf course
As anyone who has ever lived in the area can tell you , life is different in Montana . Since golf courses are often placed in areas ideal for hunting , most golfers carry a hunting rifle in their golf bag and when the opportunity presents itself combine their two favorite pastimes . Recently one such sportsman got lost and had to stop for directions asking , ' ' Which way to the lynx . ' '