[97dYA9L3]

When addressing the ball, especially in thick rough, and the ball moves, I take it that results in a penalty stroke.

Do most then play it as though it's in a hazard and not ground the club, therefor eliminating the risk of the ball settling?

If the ball moves, it is a penalty. But you also may not improve your lie, per rule 13-2:

http://golf.about.com/cs/rulesofgolf/a/rule13.htm

Watch what Kenny Perry does here. I don't think there is any doubt that he improved his lie, but the PGA decided to let him slide. IMO, he cheated.

http://www.golfdigest.com/magazine/b...-didnt-he.html