A sixth inning grand slam was too much for the Nittany Lions to overcome.
The Nittany Lions will take on the Illini at 7 p.m. on Tuesday in Omaha, Nebraska.
A three-run home run and a grand slam secured the win for Penn State.
Montgomery never saw the field at Penn State and has four years of eligibility remaining.
Lee will take over for Jimmy Kennedy, who left Penn State to work for David Taylor at Oklahoma State.