As for why they began singing it in Montreal, I think at some point the DJ began playing a recording of Ole ole ole with the words appearing in the jumbotron and inviting the fans to sing along. At first they just sang when the DJ played it, but eventually it caught on and the crowd began singing it even when it wasn't on the jumbotron
The Canadiens' DJ claimed the Bell Centre was the first North Amercian arena to play Ole. I read that somewhere on the internet a couple years ago. I don't remember where or I would provide a link. The fans picked up on it during the 02 run and the rest is history.