Cruise-deck sunbathing and babes with machine guns – MailOnline has been all over the stunts for upcoming film The Dictator at Cannes this week. Photos of Admiral General Aladeen cavorting with bikini-clad models, driving a Lamborghini to the red carpet and tossing body bags overboard from a ship have constituted the promotional work of Sacha Baron Cohen's latest creation. The behaviour's no more outlandish than that of his characters Borat, Bruno and Ali G from his TV show and movies.

An out-of-character appearance by the actor and comedian, then, is less audacious but far more intriguing. In his first broadcast interview given in the UK, Baron Cohen has spoken on Radio 4 to the BBC's arts editor Will Gompertz about Jews and comedy, the "hilarious" appeal of Colonel Gaddafi and a rather sinister concession made by the UN. "We asked to shoot inside the United Nations," Baron Cohen says of the making of The Dictator, but "they actually refused":

We said, "Why? This is a pro-democracy movie." They said, "That's the problem. We represent a lot of dictators and they're going to be very angry at this portrayal of them. You can't shoot in here"

Baron Cohen says that in his latest film, he wanted to make clear it was "in no way an attack or comment on Arabs" but rather "an attack and parody of dictators". The only people who would be offended by it are those "dictators and fans of dictatorships". But he admits to "[drawing] a certain amount of pleasure from riling up bigots".

Asked by Gompertz why he hasn't spoken publicly about himself or his work before, the Bafta and Golden Globe winner says it was to "protect the comedy and protect the movie" – that if, during Da Ali G Show days, he was recognisable, "there was a chance that the interviewee would see [me] and withdraw consent for the TV show":

I remember sitting on the tube and people would talk about Ali G while sitting next to me. One time I was dressed as Borat before anyone had seen [the film]. I was standing by an Ali G DVD stand in HMV on Oxford Street, all the Ali G fans were around and no one knew it was me. There was always a certain satisfaction. I enjoyed being anonymous.