Marta Sgubin came to the United States in 1969 as governess to Caroline Kennedy and John F. Kennedy, Jr. She regarded the move as temporary and was secretly planning to return to Europe very quickly. Twenty-five years later, when Jacqueline Kennedy Onassis died, Marta was still with her. When she first arrived, Marta was an unusual combination of extreme sophistication and unexpected naivetee not surprising, since she spent the first half of her young life in San Valentino -- population 400 -- in the north of Italy and the second half in the palazzos and chateaux of various world capitals as nanny and then as companion to the daughter of a wealthy French diplomat. She had always addressed the mother of her French charge as "Madame," in the formal European way. In the new household, she called the newly married Mrs. Onassis "Madam" in the mistaken belief that that was the English version of the term. Eventually Mrs. Onassis explained its meaning in English and the slightly risque connotation, but begged Marta not to stop using it because it was "so cute." After the children left for boarding school, Marta stayed on with the fa