At the UK premiere of the movie at the London Film Festival, Digital Spy spoke to the film's stars Richard Coyle, Andrea Riseborough and Katie McGrath.
"You've got that moment of 'It's Madonna'," McGrath said of working with the pop superstar. "But 30 seconds in, she's so focused, she's so committed to the film that you forget it. You realise that it's a director working with an actor.
"There's the initial thing of oh my God, she's standing in front of you, and then it goes away very, very quickly. And in a way, thank God, because I don't think I could have done it!"
Coyle added: "I have immense respect for the way she directed this film. She was very particular, very driven and very true to her own vision. I have a lot of respect for that."
Riseborough said: "It's always incredible working with every different director because they bring so much of who they are as a person to their directing style."
W.E. opens in the UK on January 20 and in the US on December 9.
Additional reporting by Mayer Nissim
> London Film Festival 2011: Our top ten picks
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