This classy lady is Kristen Davis who claims she had sex with Alex Rodriguez while he was allegedly dating Madonna. 

The former brothel madame - who provided prostitutes to disgraced Democratic politician Eliot Spitzer - says she became involved with the New York Yankee after supplying him with girls from her escort agency.

The busty blonde alleges that A-Rod became infatutated with her following their first meeting in 2006 but it wasn't until much later that she gave in to his persistent advances - while he was rumoured to be romancing Madonna.

She was busy promoting her new book, Manhattan Madame, in New York yesterday.