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Alex Rodriguez is mobbed by reporters during Monday's all-star media session. ((Mary Altaffer/Associated Press))

The first Madonna reference came about 10 minutes in.

Alex Rodriguez didn't snarl or duck away.

He answered with the same relaxed expression and casual tone he used to describe the honour of playing in the final Major League Baseball all-star game at Yankee Stadium.

His personal life has been splashed across tabloids in recent weeks, but Rodriguez insisted he doesn't resent such intrusions, that he has learned to embrace "the gift and the curse" of sports stardom.

"You have to take the good with the bad and not take yourself too seriously," he said. "I think that's the one thing that over the first four or five years [in New York], I kept knocking myself over the head and trying to re-explain myself.

"If this gentleman asked me that question, I probably would've been here for three or four hours trying to explain my personal life and kind of made an ass out of myself, really."

Rodriguez appeared determined to not make a fool of himself Monday when the all-stars met the media, seated at podiums scattered across a hotel ballroom.

Nobody drew as many reporters and cameras as the Yankees third baseman, who had about two dozen people pressed around him for the entire 50-minute session.

Perfect white teeth glistening in the TV lights, Rodriguez joked with writers and seemed to have a well-prepared answer for anything tossed his way.

As it turned out, he fielded only that one Madonna mention, and it was in the context of a general question about handling distractions.

"Look, everyone has distractions," Rodriguez replied. "Everyone goes through personal issues.

"Mine are on the front page of the papers [and] I'm fine with it. You have to deal with that, challenging times."

There were no pointed queries about his wife, Cynthia, who accused him of infidelity in filing for divorce last week.

Nothing about his rumoured relationship with the pop star.

Most of the questions were about baseball.

No Madonna on iPod

Although Inside Edition did have a camera in the scrum, generally the touchiest topic Rodriguez had to address was sharing the all-star infield with two members of the rival Boston Red Sox.

By the way, when listing what's on his iPod, Rodriguez didn't include Madonna or, for that matter, Jay-Z, with whom he was hosting a party Monday night.

His answer included an eclectic mix of Frank Sinatra, 50 Cent, Sting and Tom Petty.

Asked about recent photos of him visiting his daughter, Rodriguez took a sip from his drink and calmly responded: "Everything is good, thank you.

"I've learned to put whatever issues are on the front page in one small box over here," he said, pantomiming an imaginary container.

"And baseball has been a great vehicle for me to keep my mind on what I love to do most — to play baseball."

Dressed in a white button-down shirt, dark blue blazer and jeans, Rodriguez repeatedly poked fun at himself.

On why he won't participate in the home run derby: "I am so bad at it, honestly.

"I would embarrass myself and the whole city of New York. I would not want to do that to this great city."

On the difference between his childhood and Derek Jeter's: "He was a Yankee fan; I was a Met fan. That's why everyone hates me."

On how he's improved in handling the New York media scrutiny: "Five years ago, I would've been under this table."

One person who was asked about Madonna was baseball commissioner Bud Selig, who appeared on the Late Show with David Letterman on Monday.

"Look into that Madonna nonsense too, while you're at it," Letterman said.