You cannot ground your club in a hazard.
When Michelle Wie played on the weekend she forgot this and it ended up costing her around US$100,000.
Her first shot from the water did not escape from the hazard and before her next shot she grounded her club. She claimed she was doing it for balance but it seems a stretch.
It was unfortunate and Michelle didn’t act very professionally through all this as she should know better. I had some sympathy for her until I saw the footage.