He's only down by 14, though, and in a very Republican state.
Republican? I'm not sure if I'd call it that.
Here are the current office-holders in Montana:
Governor - D
Lieutenant Governor - R
Federal Senators - 1 D, 1 R
Federal Representatives - 1 R
State Senators - 27 D, 23 R
State Representatives - 50 D, 50 R
Montana might have a slight tilt towards the Republicans higher up, and especially during presidential elections, but the lower you go, the more Democratic it gets. State politics are basically entirely driven by the Democrats, in fact, as they hold the governor's mansion and control both sections of the Montana legislature. If Conrad Burns is ousted in 2006, Montana would be one single seat away (Rehberg's) from being a one-party Democratic state in every respect but presidential elections.