The Fiennes part isn't too difficult - most people remember to pronounce it "fines". But the Ralph part is another matter.
"It's Rafe, not Ralph, as it is spelt," he says for what must be the millionth time. "And it's not Welsh, which someone recently wrote. It's an old English name and that's the way it was pronounced in my family.
"Some people think I'm trying to be affected just because my name isn't said the way it's spelt. Frankly, I'm really bored that people keep bringing it up. I'd rather they got it wrong and called me Ralph than talk about it. It's just not that big a thing with me."
It is certainly a gentlemanly name, which is appropriate for John Steed.
In the TV series, Patrick MacNee played him as an immaculate city gent in pin -stripe suit and bowler hat, against Diana Rigg's cat- suited Emma Peel. The new movie is keeping to that formula, with Uma Thurman as the leather-clad Mrs Peel.
After theatre and movie roles where he had to wear anything from doublet and hose to Nazi uniform, Fiennes enjoyed playing the dandy for once.
He spent hours in London's exclusive Savile Row with costume designer Anthony Powell, choosing just the right three-piece suits for Steed.
"I must say it was addictive," he says. "I love the look of the film. It's set in a kind of ongoing Sixties England, brilliantly designed - very British, but lots of way-out, wacky stuff. Emma Peel's flat is very psychedelic, whereas Steed's is a classic gentleman's flat. They're kind of the two poles of style."
The film's American producer, Jerry Weintraub, says the tone was deliberate.
"I was concerned with keeping the quintessentially English background and characters - and that's tough when you're making a big action adventure movie," he says. "Your natural tendency is to Americanise it. I didn't want to."
Fiennes sums the film up as a comic thriller... with style. "In other films, there's a sweaty seriousness - the muscles are bigger and the explosions more unbelievable. It's all done with gritted teeth and is quite humourless. I think we're saying, isn't it bizarre that Steed can be involved in a fight yet remain so immaculate?"
Steed does indeed remain immaculate - even during some sexually-charged scenes with Uma Thurman. But as for the sexually-charged scenes in Ralph's personal life, they're something he doesn't wish to discuss. He was married to actress Alex Kingston, who was a hit as Moll Flanders on TV earlier this year. They lived together for a decade, but their 1993 marriage crumbled within four years.
"It came to an end for lots of reasons, none of which I'm going to talk about," Fiennes says with finality. "There are parts of my life I want to keep to myself.
"America is very much driven by the cult of celebrity, but what is created is not a real person. People don't see me. They see an image of me that has been created. There's a danger in trying to become that image. "Frankly, I find it a little frightening." Alex, who stars in the TV hospital drama ER, has been more forthcoming about their life together, revealing that the decision to marry came when Ralph's mother was terminally ill with cancer.
"Somehow we thought the wedding was going to heal everything but that was crazy, of course," she says.
Even so, the end of the marriage came as a shock to her.
"I was working on Moll Flanders and he arrived, all bright and breezy, and said he was in love with Francesca Annis," she says. A British actress 17 years older than Ralph's 35, Francesca Annis played Gertrude to his Hamlet on Broadway, a part for which he won a Tony Award. At the time, several critics noted "a strong incestuous overtone" to their interpretations.
Francesca left her long-time lover, photographer Patrick Wiseman, 60, with whom she has three teenage children - daughters, Charlotte and Taran, and son Andreas.
Francesca's 84-year-old mother Mariquita said later: "Ralph is a young man who may want children and Francesca, although she looks so wonderful, is not a young woman any more." Throughout all that, Ralph Fiennes stayed silent - as gentlemanly as John Steed, or perhaps it was just a touch of his natural English reserve.
"People say I'm shy," he says.
"I don't really think I'm that shy. I think I give the impression I'm shy because I'm naturally defensive. When I get uncomfortable, I close down. Maybe that's shyness." So who is the real Ralph Fiennes? Is he really the intensely private person he appears to be? Maybe the clue lies in his childhood. He was born in Suffolk, one of six children of Mark Fiennes, a farmer turned landscape photographer, and the novelist Jennifer Lash.
"My parents had six children born in a period of seven years and people referred to us as a group - we were the Fiennes children. We used to rebel against that. We wanted to be different from each other.
"I think it's a big achievement that my mother was able to write seven books, especially since the six children were born so close together. Being a mother of six and trying to write was really a huge problem. But she did manage it. And she was loving at the same time."
Jennifer Lash developed breast cancer in 1987. She had several years of remission, but died in 1993.
"By the time I was offered Schindler's List she was pretty ill and in pain a lot," says Ralph. "She read the script and was struck by the character of Amon Goeth, my role. She could see the extreme evil, but she would not accept that anyone was completely evil. She would not deny the potential for good in anyone.
"I just feel lucky that all of my family was there when she died. "Of course you grieve, but being a witness to the death of someone you love is difficult to explain. It's an experience that is full of love as well as sadness."
Fiennes honed his acting skills at the Royal Shakespeare Company. "It really puts you through the mill," he says. "I found it terrifying, really. You're totally focused on one thing - your performance that evening. It's a team effort. You don't try to out-act your fellow actors. It was a great experience.
"Film is a director's medium. You're always at the mercy of the camera and the director. In theatre, you're telling a story to the audience in the present moment. There's something very compelling about that kind of immediate communication. You can't beat it."
Ralph needed all his training - and all his sense of humour - when disaster struck during a performance of Love's Labours Lost at the Royal Shakespeare Theatre.
"I had a scene where I was supposed to fall on my knees in front of the king. I did a kind of kneeling fall and my trousers ripped completely open," he says. "I had on these undershorts with red polka dots and the audience got a very nice view of them. They were in hysterics." With The Avengers under his belt, Fiennes has been able to concentrate on a major new project, Eugene Onegin, directed by his sister Martha Fiennes and written by the two of them with another writer.
The film is based on Pushkin's epic romantic poem. It is set in the Empire period in opulent St Petersburg, with Eugene Onegin as a jaded aristocrat who attracts the love of a passionate, but virtuous, young woman, Tatiana.
It will undoubtedly add to his professional standing - and swell the ranks of his fan club.
But that makes him nervous.
"I don't feel like a celebrity," he murmurs. "I mean, it's wonderful if you do a job and people praise you. But when actors start becoming successful people seem to want a piece of them. You become a commodity. I just don't want to lose my perspective."
Ralph says he has learned about himself from every role he has taken: the Nazi Goeth in Steven Spielberg's Schindler's List, the cheating college professor in Quiz Show, a futuristic vice cop in the sci-fi Strange Days, the doomed Hungarian explorer in The English Patient and the compulsive gambler in Oscar And Lucinda. Not to mention the elegant Steed.
"Acting is a way to know yourself," he says.
"Even when you're acting you're always yourself in some way. It's a fascinating and very basic thing to inhabit who you are. On the other hand, characters you play seep into your consciousness. I'll suddenly realise how a character has changed my attitude or how I talk to people even, in some way, how I live my life."
Being a movie star in Hollywood has had its advantages, Fiennes admits.
"You get more opportunities to do the things you'd like to do," he says. "In Britain, there's very little work for actors. You don't get the opportunity to choose.
"If somebody offers you something, you take it. Now, I have the luxury of choosing.
"I'd like to keep on picking roles that mean something."
And ones where he gets to wear Savile Row suits, of course...
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© EL STEPHO
Added to the RF Reading Room on August 3, 1998
EL STEPHO