"I had some inside information about Steve McClaren coming," he says. "He was definitely on his way I think but at the last minute Boro have snatched him off us.
"The United lads in the under-21s said he was coming down and that he was a very good coach who joins in the sessions and would be a good manager - they rated him highly.
"But nothing is ever final until it is final in football; if I had known he was manager I'd have thought more about him, but as he didn't get the job I wasn't really bothered."
Whoever does come in, says Steve, will have to be able to handle the stars. "There's a few strong personalities and good players who will work hard for whoever comes in. I'm sure the chairman has a good idea about who he wants now."
Steve is modest about his achievements in playing for the under-21s for the first time against Mexico, and says: "They have had a few injuries with Paul Robinson and Nicky Weaver out.
"I thought I would get half a game anyway because it was a friendly; I just did what I had to do, kick it, catch it, and throw it.
"I had to concentrate and that is my biggest problem, really. It was not bad and it was on Sky as well with a few people watching.
"But I know I can play at that standard, and you have to take your chance.
"And I knew Jermain would score; I share a room with him and he told me all week how he was going to score and that he was trying to work out a celebration - but I didn't see it because I was at the other end.
"He's looking sharp; he's quick and has good movement."
Next up is the World Cup against Greece via a trip to Spain, and he says: "We'll meet up on Monday night, but I'm still thinking about going away then having a good rest."
He says that he has a mission to keep Shaka on his toes and adds: "I've got to challenge Shaka all the time but as long as I'm fit and healthy that's fine by me."
As for last season, Harry leaving, and any second thoughts on moving south at such a young age, he concludes: "We were playing well but just not getting the results - that's all I can think of.
"I was a bit shocked that Harry left; he has done well at the club and he has done well by me. He is a good decision maker; he stuck me in a few times. "As for coming here - I knew it was a family club and although I had an offer from Blackburn and others I'm happy here even if it is further from home."
Mind you, he does confess to not knowing where West Ham finished in the table!
*Harry Redknapp admits that he has not heard from Southampton about the manager's job - but remains interested.
"It would be an interesting challenge and is probably the only job that I would be interested in," he says. "It is close to where I live, but much more importantly it is a good club who are about to move to a new stadium and there is a big challenge there.
"It is a well run club with lots of potential, and of course I would have to be interested. But I haven't heard anything from Southampton and in this game you tend to get calls rather than have to make them yourself. But I would be interested in talking to them."
Southampton, like the Hammers, are considering their next move, but unlike West Ham, may appoint from within. Stuart Gray, who was their caretaker manager until the end of the season, is, says their chairman David Lowe, on the shortlist.
West Ham have made it clear to Glenn Roeder from the outset that his caretaker role, which he undertook for the last game of the season, was temporary. Glenn has made it quite clear that he accepts this, but hopes nonetheless to keep his coaching position at the club.
The Saints, incidentally, have had 13 managers since the war, compared to the eight West Ham have had since they formed. It throws into perspective just what remarkable continuity there is at Upton Park, especially when you read about Southampton being one of the more 'stable' clubs themselves!
Meanwhile, Tony Cottee, who has never hidden his desire to become West Ham boss one day, is looking to extend his playing career.
He hopes to find something closer to home after turning down a one year contract with South African club Ajax Cape Town following a trial