BERMUDA made a guest appearance on Late Night with David Letterman this week, in the person of a pregnant Catherine Zeta Jones.

The Welsh actress is married to two-time Oscar winning actor Michael Douglas, the son of Bernudian Diana Dill Darrid and Hollywood legend Kirk Douglas.

The couple have a young son, Dylan, and are expecting their second child in the New Year.

The conversation began on the holiday season. Ms Jones explained: "Because we live in Bermuda, which is British, we don't celebrate Thanksgiving."

Nevertheless, the actress revealed that she had, this year, tried her hand at making the traditional Thanksgiving dish "sweet potato pie" not once but twice.

"How is living in Bermuda?" Letterman asked.

"It's terrific. It's very private." Ms Jones said. "We have lots of family here. And, because it's British, we get to see the Queen every day."

Although obviously a humorous comment, the audience did not react, suggesting that they believed her.

Ms Jones said that she and her husband were very patriotic.

"We have a Welsh flag outside the house, plus an American flag in case anyone thinks Michael's taken leave of his senses. And a Bermudian flag." The Douglases live on Longford Hill in Warwick.

Ms Jones - nominated for a Golden Globe Award on Thursday for her role in the newly released movie musical Chicago - said she would like to bring her children up in Bermuda. She also mentioned the forthcoming marriage of her mother-in-law, Ms Darrid, to Washington lawyer and former Nixon Administration Treasury Department official Donald Webster.

After divorcing Kirk Douglas, with whom she had sons Michael and Joel, Ms Darrid married the American writer and theatrical producer Bill Darrid in 1955. Mr. Darrid died in 1992 and his ashes were interred at Christ Church, Devonshire.

"How old a woman is she?" Dave asked, which did amuse the audience.

Ms Jones declined to reveal her mother-in-law's age, but did say: "She's getting on a bit, but she does look fantastic. Her getting married is a wonderful story that makes me cry."

Ms Darrid, an actress, appears in the upcoming comedy A Few Good Years in which she will have an onscreen reunion with ex-husband Kirk Douglas as well as appear alongside Michael Douglas and grandson Cameron, Michael's adult actor/disc jockey son by his first marriage to Diandra Luker.

Directed by Australian Fred (Six Degrees of Separation) Schepsi, the film is about a dysfunctional New York family's hapless attempts at a reconciliation. Kirk Douglas, Michael Douglas and Cameron Douglas play three generations of the terminally befuddled Gromberg family. The movie is set to be released in 2003.