When I first clapped eyes on Madonna she was in a fit of giggles. Looking every inch the star – despite her beige tracksuit and platform trainers – she was sitting with the producer of her new film, Filth and Wisdom, in a grey, dilapidated casting suite off Soho Square. The previous actor to audition had fled, very red in the face. I had a sinking feeling the laughter was at his expense.

My agent had said the role was an MP who “likes horses”. How bad could it be? So I was feeling pretty confident as I was ushered into the casting room, until Madonna – or “M”, as we were told to call our director – shook my hand, smiled to reveal that famous gap in her teeth and said in her New York twang: “You’re auditioning for the part of Mr Frisk, an MP with a very strong horse fetish. In this scene he’s in a brothel getting his rocks off while a guy is riding on you.”

Sorry, what? I had assumed, now that she was an English lady of the manor, her directorial debut would involve chaps on horseback in tweed: Madonna meets Merchant-Ivory. In fact her film, which was screened to mixed reviews at the Berlin film festival last week, is about a Ukrainian immigrant called Andriy who finances his dreams of becoming a rock star by moonlighting as an S&M escort who spanks men for a living. “So you will be on your hands and knees for most of the scene,” she said briskly. “Are you comfortable with that?”

I heard myself say, “Yes. Fine,” rather too emphatically.

“So can you get down on all fours now so we can film you?”

“No problem. Who’d have thought it: Madonna asking me to get on all fours?” I said lamely. Handing the hapless casting director a tie, she asked him to play Andriy and sit on my back. Rather apologetically, he climbed on.

All I can say is that my actor’s instinct must have kicked in – just get the gig, whatever it takes. I found myself with my hands and chino-clad knees (this was an MP role after all, so I was in my finest navy jacket, cream slacks and brogues) on a dirty floor in the West End, bucking, writhing and frothing in clueless search of equine ecstasy, while M shouted instructions at me to “Bite on the tie like it’s a rein”, “Move more wildly” and whinny as if my life depended on it. After two minutes I collapsed; well, I was 41.

An hour later I got the call. The part was mine. By now I had serious misgivings, but my agent was thrilled: I had a part in the first movie to be directed by Madonna. So 24 hours later, on a sunny day last May, I found myself “in wardrobe” on the third floor of a hotel behind Marble Arch, standing in front of M dressed in a gimp mask with leather horse’s ears, a leather harness round my midriff, complete with genuine black horse’s tail, and thigh-high boots with fetlock fringing, tipped with silver hooves. I am 6ft 2in. In the gimp gear I looked about 7ft. And I couldn’t walk (not that that mattered). I was certain the boots alone cost more than I was being paid.

Earlier I had briefly tried on a suit that Mr Frisk would wear when he entered the brothel for his night at the races. Boy, did I wish I was back in it now. M finally stopped fiddling with her BlackBerry and examined the accoutrements with an expert eye, pulling and buckling the straps against my flesh. I looked utterly ridiculous. M agreed and told the costume designer to ditch the boots in favour of the torn pop socks I was wearing underneath. She ordered me upstairs for a script read-through with the cast. “Fine, I’ll just change.” “No, I want everyone in costume.” “There is no way I’m going into a room full of strangers dressed like this.” Madonna or not, every actor has his limits and I was putting my hoof down.

She is clearly a woman used to getting her way. “Millions are going to see this movie and you’re worried about your fellow artistes?” I was aware of her two minders, in black trousers and T-shirts, standing in the doorway, but I stood my ground (hard when you’re wearing a pony’s tail). Frankly, I begged. She relented.

My wife Angela was philosophical: “Do it, say nothing, leave.” My friends, meanwhile, were beside themselves. At a cricket match the day before filming, the whole team neighed every time I caught the ball.

A sleepless night later and I was on set – a grim 1930s semi in Peckham, south London – to film my all-important scene. It was M’s first day of directing and the tension was palpable. As I was yanked into my gimp mask, a bucket of feed was placed at my feet. “I want you to plunge your head in the bucket and come up with the feed all over your face,” M instructed. She assured me Mr Frisk would find this utterly orgasmic.

After the first few takes she came over as I was having oats and honey wiped off my face: “You’re doing great.” She was less impressed with my whinnying. “Have you actually ever ridden a horse? Because your horse sounds more like a bear.”

Just when I thought I’d hit rock bottom, the assistant director swapped the tie for a rein with a steel bit. I was hit with one of M’s million-dollar smiles: “Just once, for me . . . ” What could I do? Feebly, I asked the actor playing Andriy to be gentle. As my head was fastened in, my eyes tight shut, I tried to cling onto my wife’s fading words. M put her hand on my shoulder: “What are you doing, Mr Frisk – meditating?”

A few weeks later, after the split lip and strap marks had faded, I found myself on the set of Guy Ritchie’s film RocknRolla. Mercifully I was playing a lawyer. I mentioned I’d worked on M’s movie. He asked me which part I’d played. “The MP with a horse fetish.” He went a bit blank, then said, “Oh, that was you!” and laughed all the way back to his director’s chair.

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