Breaking up is hard to do -- even for Madonna.
In the cover story of the new Rolling Stone, the pop star admits that divorcing Guy Ritchie after eight years of marriage was "challenging . . . I'm very grateful that I had work to do. I may have thrown myself off a building."
See Madonna and Guy and other nasty Hollywood splits
Talking to the magazine in August in the midst of her world tour, Madonna, 51, says that it's been "different" with sons Rocco 8, and David, 5, spending time in the UK with their father, 41.
"Life is an adjustment," she notes. "My sons aren't with me right now, they're with their father, and I'm not very comfortable with the idea of my children not living together." The boys' sisters are Lourdes, 13 (her father is Carlos Leon, 43) and Mercy, 3, adopted by Madonna after the divorce.
The singer, whose two younger children are from Africa, jokes that "My like house is like a Benetton ad. I have French nannies, my security guards are Israeli, I have assistants from Argentina and Puerto Rico as well as a Japanese assistant and chef, and another chef from Italy. It's wonderful. I love it."
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The mother of four boasts that David is "my biggest fan. Everybody says that when he watches [my concerts,] he stays frozen from beginning to end, and he studies everything, and he knows every dance step."
Madonna's greatest hits collection Celebration entered the Billboard 200 at number 7 with sales of 72,000 copies.