hi, welcome to the forum. Perhaps you should check out the threads under Sports & Fitness... people are always looking for other people to get involved in sports.
Do you have a bicycle? now that the weather is getting nicer, it's worth taking time out and exploring the scenery on two wheels.
Also, it's worth checking out the local tourist info website
http://www.montreuxtourism.ch/index.cfm for some additional ideas on what else to do locally.