"I like playing with Joe," said Hejduk, 23. "I don't know if he likes playing with me, but he's a great player and so is Alex. Our game is a lot of passing and that's what I like."
Forsberg will be out until at least late November because of a shoulder injury. The Avalanche improved to 4-2-2 with a win in the opener of a five-game road trip.
Brian Savage, with his ninth goal in as many games, scored a power-play goal in the third period for Montreal. But Roy made some big saves late in the game to preserve the win.
"Roy is tough to score against," Savage said. "Even when you get rebounds, he gets back square to the shooter."
Roy, who led Montreal to Stanley Cups in 1986 an 1993, improved to 5-1-1 against the team that dealt him to Colorado on Dec. 6, 1995.
"I just wanted to come in here and play a solid game," said Roy, who has allowed only 14 goals in seven starts this season. "I thought I hadn't played a really solid game this year.
"I mean, I played good, but not as good as tonight."
The injury-wracked Canadiens had three rookies on defense, including Stephane Robidas in his NHL debut. Hours before the game, Montreal acquired defenseman Karl Dykhuis from Philadelphia for future considerations, but he didn't arrive in time to play.
Colorado opened the scoring when Hejduk blocked a pass at the Montreal blue line and skated around Eric Weinrich to beat Theodore unassisted 16:13 into the game.
Roy appeared headed for his first shutout against Montreal until Sandis Ozolinsh was sent off for tripping in the third period. Savage beat teammate Martin Rucinsky to a goal-mouth rebound to score into an open side at 10:56.
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