I had just got into bed . . . and Bob Kingston (Mrs Thatcher's armed Special Branch bodyguard) came in fully dressed, and said, You've got to get out of here, sir. 'I'm in my pyjamas,' I said. 'I'm not going out like this.' 'Well, you'll have to be quick,' (he said). I said: 'I'll be as quick as I can. I think I thought to myself, thank you God. But that was it.