Cayeux won twice on the European Challenge Tour last year to earn his European card for this season but found it tough to adjust to playing on the regular European circuit.
"It was a whole reality check for me at the start of the season," he said. "I've watched these guys on TV for years and then I come out and play with these guys ...
"But I've been working with psychologist John Pates and he reminds me that I've earned the right to be here."
Sweden's Niclas Fasth, who won last week's European Tour event in Germany, was Cayeux's closest challenger after playing the first 11 holes in 5 under par.
But the former Ryder Cup player duffed his approach to the third, his 12th hole, and four-putted from about six meters to run up a triple bogey seven. Fasth also took a double bogey on the sixth and eventually finished with a 2-under 69.
England's Barry Lane was alone in second place after a 64.
Mark Hensby of Australia, who tied for fifth in the US Masters in April and shared third in the US Open, shot 65 and shared third with Sweden's Robert Karlsson.
Adam Scott, another Aussie ranked seventh in the world and the 2003 winner of the tournament at Barseback in Sweden, shot 70.
Jesper Parnevik, a two-time British Open runner-up and three-time Ryder Cup player who grew up a short drive from the course, shot a 71 in his first competitive round in two months.
Arnold Palmer's competitive golfing days are rapidly sifting away.
After fading to a bleak 14-over 85 on Thursday in the opening round of the US Senior Open, Palmer said he planned on playing in only three more Champions Tour events.
"I just played awful," the 65-year-old said.
He played his first nine holes in 6-over 41 and parred the next two holes, but then played the final seven in 8 over.
"I will play next week, for a lot of reasons, in Minneapolis, and I'll play Houston because of my association there, and probably the First Tee at Pebble Beach. And that's it. That's all I'll play," he said.
Asked if he had put any thought into playing on tour in 2006, he said, "I have no intentions of playing at all -- maybe a few charity events -- and that will be it."
Pressed about not playing in any Champions Tour events, Palmer backed off.
"Well, I won't say no, but it's not likely that I'm going to play very much," he said.
Palmer, who turned pro 50 years ago, won 62 US PGA Tour events. He energized the game, providing panache, emotion and color to a staid gentleman's game. Palmer's rivalry with Jack Nicklaus in the 1960s brought golf into the mainstream of American sports.
Now he finds it nearly impossible to avoid the frustrations that dog most high-handicappers at muni courses.
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