Fiegen converted both free throws with 9 seconds remaining in the second overtime, and the Jackrabbits (9-3) secured the victory when Brayden Carlson made a steal on the ensuing possession.
Montana (4-4) was at the line with a chance to take the lead at the end of regulation and the first overtime, but each time converted just one of the two free-throw attempts. Mike Weisner hit one free throw with 12 seconds left in regulation, and Kareem Jamar did the same with 5 seconds left in OT.
Jordan Dykstra led South Dakota State with 16 points and 10 rebounds. Nate Wolters added 15 points and nine rebounds, and Fiegen had 13 points and 13 rebounds.
Mathias Ward had 17 points, Jamar 16 and Weisner 13 for the Grizzlies.