DR PAMELA Connolly would like to make one thing clear about her new television chat show. "It is not therapy. Therapy would be without people watching and it would have quite different boundaries," she says firmly. What the soft-spoken Antipodean clinical psychologist, perhaps better known as comic Billy Connolly's other half, is referring to is Shrink Rap: a new five-part series which begins tonight, and runs until Friday, on More4.

In Shrink Rap, Connolly assumes the role of interviewer-cum-shrink, using her experience as a psychologist and psychotherapist in a quest to explore her interviewees' personalities, history and whether or not they bear any resemblance to the people the public perceives them to be. She also seeks to explore whether her guests' childhoods have played any part in shaping their adult lives and problems.

Tonight, Connolly talks to X Factor judge Sharon Osbourne about her abusive father, troubled childhood and turbulent marriage to rock musician Ozzie. Tomorrow night, Stephen Fry graces Connolly's coffee-shop-style sofa, followed by former cabinet minister David Blunkett, Duchess of York Sarah Ferguson, and then Hollywood actor Robin Williams on Friday.

Although the series is the brainchild of Glasgow-based production company Finestripe, Connolly says she had been thinking about doing something like it for some time. "It was a kind of the obvious thing for me to do," she says. "When I was working in my clinical practice I would have these extraordinary conversations with people, go home in the evenings, flick on the television and see a chat show and think, My God, people would just be riveted if they knew what I was talking about today'. It's so weird that we like the facile. I think it's just so much more interesting to hear the deeper stuff.

"My hope for the series is that it will be a somewhat inspirational and learning experience. I hope people will learn from it. I always feel that I learn from my patients, and seeing the way people conceptualise themselves and the things they struggle with, there's such a lot to learn. Especially when they are people who we think we already know."

Connolly's theory on the effects of celebrity on the human psyche, itself the subject of her PhD, goes something like this: public figures, by virtue of their fame, come under pressure to project "a glorified or objectified self". This self is not accurate to who they actually are in private and the more a celebrity projects this objectified self, the more likely they are to feel ashamed of their past and current problems.

It may sound all rather 21st century, but each interview is surprisingly engaging, informative and thought-provoking. This is due, in no small part, to Connolly's own interviewing style. She is like a hybrid of television's current male veterans of the tete-a-tete, Messers Paxman and Parkinson. Somehow, she combines all the directness of the former with the warmth of the latter. In turn, the interviews are very revealing - not only for viewers but also for the guests themselves.

"My guests are proof that even the most successful, famous people in the world still have demons and struggle with all kinds of things, but they can go on television and talk about it. I'm hoping that people will think, If they can talk about it, in a bid to search for some answers, it wouldn't be so bad if I did'."

Connolly herself is no stranger to this "objectified self". Long before she married Billy Connolly, during the 1970s, the British public knew her as Pamela Stephenson - the glamorous comedian and deliverer of saucy impersonations of royals and newsreaders on the BBC's, Not the Nine O'Clock News. Her escapades off screen, too, were documented by her adopted country's press (born in New Zealand, Connolly grew up in Sydney and now splits her time between Scotland and California, where she practises psychology). It is this first-hand experience of the celebrity arena, along with Connolly's professional reputation, which accounts for Shrink Rap's impressive line-up and candid discussion. Evidence of this is obvious in the frankness of exchange between Connolly and her long-time friend, Sarah Ferguson.

During their interview, the Duchess of York confesses she has felt "a child all my life" and that she has "a number of Sarahs'" within herself. "There's warrior Sarah, who is feisty, a survivor; teenage Sarah, the rebellious one; and then there's gentle Sarah, who is kind and easy. When I first came into public life, that was the real Sarah and then suddenly I was told I couldn't be that person. I made the mistake of trying to be that other Sarah, but if I had just stayed myself it would have all been fine," she tells Connolly.

Using Ferguson's language and Connolly's own professional transformation, is it possible that there is more than one "Pamela"?

"Oh," she says, clearly ruffled at being the subject of a direct question for a change. "Well, I think some people might perceive that. There was a wacky comedian side of me which emerged when I was a comic, and I think people assumed I was always like that. But that was just a perception because behind that image, I was pretty much who I am today. Somebody somewhat serious, even back then - but it is interesting how the public perception is so different from the reality. People got to know me as they saw me performing. I'm proud of what I did on Not the Nine O'Clock News and Saturday Night Live in America - it's just that, like many people, there is an expectation set up that you are always going to be like that, in reality, but I could never match up to being that sort of glamorous Pamela' because, well, there were lots of times when I looked terrible."

Despite being friendly and talkative, Connolly does not readily open up. Perhaps it comes with the territory. Like a journalist, she is rarely on the receiving end of her intimate and probing questions. However, after watching her interview with Stephen Fry, I am curious about her own childhood and to what extent it accounts for her chosen career. (They discuss an incident of sexual abuse at his school. Connolly refuses to accept Fry's frivolous recollection of the event and its effect, instead pushing him to reveal his true feelings on the matter.) So when was she first aware of an interest in the workings of the human mind? "It was very early on. I remembered recently that one of my favourite stories I used to read as a child was the story Psyche, a Greek myth. It was a very metaphoric tale but there is so much in it about the unconscious mind's workings. So it was very interesting to recall that I was fascinated by it even back then, when I was only eight or nine.

"People have told me that I was kind and helpful but I don't actually remember that about my childhood, so maybe I had a sort of caring nature when I was a child. But I just remember being very studious - that was expected of me. I read most of the time and I was very serious about my ballet dancing - I liked to act and I was just a bit of a nerd."

Of her exchange with Fry, she explains: "What I was doing with Stephen was trying to align myself with the part of him that doesn't feel good about the abuse; the part which feels ashamed and uncomfortable with it. He was presenting another side - he was showing his defences. Now, if I had laughed with him then I would have been essentially saying to him, Yeah I don't think it the abuse matters either,' but actually, intuitively, I think it does matter. Even if there is a small part of him, and I believe there is, that found that incident painful, humiliating and shameful, I had to respect that and align myself with that," she says. Shrink Rap, 11pm on More4 from Monday, April 2 to Friday, April 6. It will be repeated weekly on More4 at 9pm from Wednesday, April 11.