Finding Sarah Ferguson

Sarah says she hopes Catherine, the newest member of the royal family, avoids the pitfalls of other young royals. For instance, Sarah says her generation was not savvy about the whims of the tabloid press. "In Diana and my case, we were at the time the media was just starting to really hype up," she says.

Unlike the short royal courtships of the past, Prince William and Catherine dated for nine years before their engagement. Sarah says this should help Catherine in the palace. "Diana had a few months before she married Charles. I had like two dinners and one weekend. It was very different then: We weren't allowed to live together. We weren't allowed to be seen staying the night and things like that," Sarah says. "As the Prince of Wales said, [Catherine] knows the ropes. They're such a great couple together. And I pray that from Diana and me, from our mistakes, they would have learned. We've trailblazed for them, I hope."