Just a heads up, technically, preschools/daycare have the same licensing requirements (they get licensed from the state) and they do not allow religious exemptions. However, not all private schools choose to get licensed through the state. A medical exemption works though, and you would need to talk to you doctor about your reasons/concerns to get that. Anyways, there's a group in Missoula that is working to get these issues changed statewide. It's called Montana Families for Health Freedom. They have a yahoo group, and a website... Check those out and email the group your questions because the group leader can get you some great resources for Missoula. Also, you can get more information from them as well as links to a lot of the forms you need.
BTW, the group is always looking for more volunteers/supporters. They are wanting to have legislation to ADD a religious exemption to the preschool/daycare licensing in the 2011 Legislature. They are looking for interested families in all Montana communities.