Pippa Funnell is in a mad rush when I ring her, but she’s too nice not to spare a few minutes to chat. When I offer my congratulations on her Grand Slam win, words she must have heard a million times since last Sunday, her thanks sounds completely genuine. “It hasn’t really sunk in yet,” she says.

Right now, Pippa is probably the most famous lady in eventing (and arguably one of the most talented), but it doesn’t seem to have gone to her head in the slightest. Throughout our conversation, her words of admiration are for her horses, her team, and for Zara Phillips, who took second place at Burghley last weekend.

Pippa’s win at Burghley on Primmore’s Pride, means that she has become the first winner of the $250,000 Rolex Grand Slam prize (she already had Badminton and Kentucky under her belt). “It’s really special to win three in a year,” she says, “and it isn’t just the money – there’s the pride in the horses, who have never let me down.”

The win is obviously a huge personal achievement, but it also has a wider impact on the sport in general. The combination of Pippa’s victory and Zara Phillips’ incredibly close second place has generated an unprecedented amount of media interest. “The publicity for eventing has been great,” she admits, “but I think that as much of that has been created by Zara as by me.”

Pippa hopes that this Grand Slam win will set a new standard in eventing, and help create other opportunities for big prize money. “It is amazing for that much money to be available in eventing, which, compared to other sports, has always had much less money, especially considering all the heartache that goes into it.”

It seemed as though the odds were against Pippa in the run up to Burghley. She suffered a number of setbacks, including the withdrawal from injury of two of her top rides, Supreme Rock and Cornerman. She has also admitted that the additional pressure of the Grand Slam put her under enormous strain. “I don’t know;” she says with a laugh, when asked how she coped, “I really just don’t know. I’m used to riding under pressure but it’s never got to me like it did last weekend. I just tried not to think too much about the Grand Slam.”

Pippa says she actually fared better at Burghley than during the run-up to it. “It was a relief to finally focus on the job. In the run-up, with all the distractions it was difficult to get positive and focused with so much stacking up against me. At the event, life got easier.”

She has just won the biggest prize in eventing, but Pippa’s schedule for the next couple of weeks is far from a gentle recovery period. She is already getting her horses ready for Blenheim, and from there, she’s going straight on to the Europeans. But after that? “It would be hard to win the Grand Slam again,” she says, admitting that, quite apart from anything else, the odds of having the horses right at all three events are very low.

I ask Pippa if she’s had a chance to celebrate. “Well, we had a few drinks on Sunday night,” she laughs again, and adds: “we owe Rolex a big thank you.”