'Did you have anything on?'

'Yes - the radio.'

She had a habit of taking her clothes off, but she could never get quite naked enough. It's tough having to be the body of a generation (I imagine). But trying to transcend the body is even tougher.

So who really killed Marilyn Monroe? For a long while I assumed it was the Kennedys who used her and abused her. And scripted the apparent 'suicide' in 1962. Then I swung around and started to blame her insufficiently affectionate mother. For sure those damn husbands of hers had a hand in it.

And that stuck-up prig Laurence Olivier - treating her like dirt, that had to be a factor, surely? He used to tell a joke about her which had her regularly eating 'matzo balls' with a Jewish family until one day when she finally piped up, 'Do we ever get to eat any other part of the matzo?'

In other words, she was a brainless idiot, whereas it seemed to me that she was always only ever playing the part of a fool and was in reality a frustrated thinker, a complex subjectivity cooped up in an over-objectified body.

'I would have liked to have known you,' sings Elton John, 'but I was just a kid'. I used to think I had a fairly close personal relationship with Marilyn Monroe. This dated from the time I began to notice that I shared the same initials as the writer Arthur Miller, her last husband. Borderline insane, true, with more than a hint of jealousy (further warped by a desire for somebody already deceased). And yet... pure coincidence? I think not.

'The Stradivarius of sex' Norman Mailer called her. I bumped into Mailer once in a bar in London. He was accompanied by a blonde of Monro-esque proportions. We started off talking about his novels and Vietnam but pretty soon we were comparing notes on the greatest fantasy women of all time. He admitted he switched his affections at a certain point from Monroe to Bardot. 'She was foreign, I liked that. Exotic. I felt I already knew Monroe.'

Monroe belonged to everyone. There is something of the same delusion of 'knowing' her intimately in the words of the woman cinema-goer who apparently went to see one of her films twenty-odd times. When she was asked why, she replied, 'Well, I feel she is addressing me, so it would be rude not to go.'

The relationship with Miller - my symbolic alter ego - was a classic encapsulation of mutual misunderstandings. He, the New York Jewish playwright, author of Death of a Salesman, always on or over the brink of blacklisting, needed her to re-brand him as an all-American guy. She, on the other hand, who had Freud, Faulkner, and Rilke on her bookshelf, was a would-be intellectual who expected an instant PhD out of marrying him.

When she came across his notebooks, she was disillusioned. He still thought of her as a 'dumb blonde' - that is the role he wanted her to play.

In some sense maybe we are all guilty of killing Monroe, me and Mailer included. We are infinitely demanding. We demanded that she embody 'beauty'. That she be the incarnation of our desires. But she had her own impossible demands too.

More than anything else she wanted to know who she really was, beyond the glamour of the simulacrum, the real Norma Jean. She wanted to find some kind of meaning to existence, a 'subconscious' in the language Freud gave her, or perhaps a 'soul'. Psychoanalysis dangled in front of her the prospect of a revelation that did not occur.

The paradox of Hollywood - the 'dream factory' - is that, like therapy, it seems to promise access to some kind of buried psyche, an elusive identity, a secret hidden away behind the glitter and the glamour. A depth beneath the surface. A reality beyond appearances.

Maybe it was this mirage or myth that finally killed her. Marilyn OD'd on disappointment.