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Some golfers get so passionate about the game they take it out on their clubs. The U.S. Golf Association says if a player breaks the shaft or head of the club as the result of slamming it on the ground in anger, or intentionally striking something such as a tree, other than during normal play, as in a stroke, practice stroke, or practice swing, he is not allowed to replace the damaged club until the round has been completed.
The reason should be obvious: the club was deliberately damaged out of anger and not as a result of normal play. However, sometimes a club can get accidentally broken, as when a player is leaning on it too heavily while waiting to use it. This might happen to someone who is waiting to tee off or even out in the fairway. In those instances, since the club was damaged in the normal course of play, it would be okay to replace it during the round.