Braving the cold outdoors, Pete Thompson enjoys ranch life on the slopes in America's Big Sky Country.

On a crisp winter morning, in the heart of the Wild West, the ominous sound of gunshots echo around a vast valley in Montana's Granite County.

Cowboys and Indians used to do battle in these parts, but I'm in no danger of getting caught up in a stand-off as it's me spraying the bullets.

As I stare down the barrel of a Magnum revolver, it's fair to say the likes of Butch Cassidy and Billy the Kid would hardly have been quaking in their cowboy boots if they were still running amok in the American state known as Big Sky Country. But thanks to some expert tuition from my instructor, Theo, I still manage to pepper the target.

There's no likely afternoon duel for me, though, as the prospect of a massage followed by a Snowcat ride before dinner is far more appealing.

I might not be a cowboy in the making, but I'm very much at home at The Ranch at Rock Creek - a 10 square mile luxury retreat which provides the perfect escape from the rigours of the real world.

The Ranch was originally a mining claim in the late 1890s, but more recently, it was owner Jim Manley who struck gold when he bought the property before it hit the market in 2007.

Jim dreamed of having his own ranch when he was a boy, and at the age of 33, he started casting his eye over properties in Canada and the United States.

Jim was not looking for any old ranch; he insisted the property must meet strict criteria, which included the need for a river running through it, a ski resort nearby, no snakes and no grizzly bears.

Friends and family felt that was just a pipedream, but Jim stuck to his guns and 20 years after starting his search, his patience paid off when he acquired The Ranch on the same day he clapped eyes on the property.

And it was certainly worth the wait.

We arrive in the dark of night, so it's not until morning when I climb out of the huge four-poster bed in my swanky 'Palomino' room that I'm able to take in the surroundings.

And I'm not disappointed as I gaze out to see the natural beauty of rolling hills, tall trees covered in snow and a valley that stretches as far as the eye can see.

After tucking into a hearty breakfast, the huge leather sofas in front of a roaring fire in the homely Granite Lodge look very appealing, as do the luxurious cosy Cabins on The Ranch, which would look very much at home in the Swiss Alps.

But I'd not come all this way to sit inside, and we are soon off into the hills for some clay pigeon shooting, where Theo gives me a big helping hand by advising me to shoot left-handed rather than right, as I had done in the past.

"Nice shot," bellows Theo, as I pick off several clays before being flummoxed when he proceeds to send up two at a time.

It's then on to the ice skating rink, where the Johnny Cash track Get Rhythm belts out. I show anything but rhythm, however, as one spectacular fall is followed by another, before I retire for a hot toddy by the fire.

After another pitiful attempt on the ice, we are back at Granite Lodge for a delicious dinner featuring a tender, grilled Montana elk strip loin.

We continue the night with some ten-pin bowling and pool over at the Silver Dollar Saloon as barman Matt keeps us hydrated with a range of tasty American beers, cocktails, whiskeys and whatever takes our fancy.

But with my first attempt at cross country skiing to come in the morning, I figure it would be a good idea to dismount the bar stool before I get too comfortable - and that proves to be a wise move.

The following morning I endure one of the sternest fitness tests of my life; encountering one hill after another with no sign of any let-up.

But after gritting my teeth, I'm able to appreciate skiing downhill more than ever before, tumbling into deep snow at the end of the run like a leggy marathon runner stumbling over the finishing line.

I felt like I'd earned a few afternoon beers in Philipsburg. On our way to the nearby town, we spot two moose also quenching their thirst by the river on The Ranch.

During the late 1800s, Philipsburg was a thriving silver mining town. But the silver crash in 1893 left it devastated.

There's still a buzz in the recently opened Brewing Company though, where we sample local brews. It perks me up for the following day when I'm ready for my next challenge - pistol and rifle shooting.

After a thorough briefing on gun safety, there's a distinct lack of "nice shot" calls from Theo as I miss the target time and time again.

Very soon, I find myself face down in a hot tent, covered in sweat.

Fortunately I have not been captured by Indians and taken to their tepee. Quite the opposite in fact - I'm in a Swedana steam tent enjoying a herbal Ayurvedic therapy.

Completely relaxed and invigorated, I'm soon climbing into the back of a Snowcat and sampling another hot toddy as we plough up the hills to find more alcoholic refreshments waiting for us next to a blazing fire that burns in the snow.

It's difficult to imagine how my holiday could get any better, but the following morning I pay a visit to the Discovery Ski area.

I've encountered very few people during my time in Montana, and that's not about to change as I hurtle down near empty blue and blacks runs, building up speed like I've never done before.

"I've skied all over the world and it doesn't get any better than this," is the verdict of Theo's Dad - who we bump into at the top of the slopes - and I have to agree with him.

Still on a high after my latest adrenaline rush, I'm eager to sample more of the old Wild West, so we head to locally renowned bar The White Front in Philipsburg.

Despite being warned that outsiders are not always welcome, we are soon mixing with the locals - one of whom is still licking his wounds after his defeat in the local elections and bemoaning the demise of the mining industry.

But as far as I'm concerned, there are still plenty of riches to be found in Montana. And unless I'm back at Rock Creek, the next time I hear the words 'let's go back to the ranch' I suspect I'll be disappointed.

Travel facts

:: Peter Thompson was a guest of The Ranch at Rock Creek (www.theranchatrockcreek.com) who offer rooms from £550 per person per night (based on two people sharing) including all meals, beverages, two daily on-site activities, downhill skiing at Discovery Basin with ski concierge, excursions to historic local towns, telephone calls and internet.

:: Butte and Missoula are the nearest airports, accessible via Chicago, Denver, Seattle and Minneapolis. United Airlines, Delta, British Airways and Virgin Atlantic fly daily to Chicago or Denver from London Heathrow. Guests then take a short internal flight to Missoula International Airport.