As Mainz has pointed out... it's gotta go somewhere.
When your 'puter sends the "I hit the ball" info to WGT, WGT's servers have calculated where it's going to land before the ball even leaves the tee. (Don't believe me, listen to the "Heartbeats" on a CTTH course for a ball that's going to stop <10' from the pin.)
So, as soon as you made contact the ball was lost. WGT was kind enough to provide graphics so it will look like golf and not just another text golf sim.
Hope that helps.
Have a nice day.