Prime Minister Kevin Rudd appeared on TV talk show Rove Live last night — in the same show as comedian Sacha Baron Cohen's latest madcap character, Bruno, no less.

"I said, 'Are we on together? Like, you know, in the studio at the same time?"' Rudd said, recounting his reaction to appearing on the show with Cohen's ultra-camp alter-ego.

"Basically, I'm in a state of induced panic," he said. "Each one of you would be, too."

Host Rove McManus also quizzed the Prime Minister on his strained use of the colloquialsm, "fair shake of the sauce bottle''.

"How many times a day do you actually shake the sauce bottle?" Rove asked.

Rudd paused, took a sip of water, and then replied: "Not often enough".

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