"It was at a press junket and it was one of, like, the 11,000th interview I had to do and I was drunk by then, let's face it... It was sort of an irreverent moment and they said, 'So what's the next project you wanna work on?' and I said, 'I wanna do the Conrad Murray story and I wanna do it in drag... They went with it." Don Cheadle insists he was joking when he talked about portraying Michael Jackson's jailed physician Dr. Conrad Murray.