Here's what Madonna had to say to People magazine about the rumors of divorce and a possible relationship with New York Yankee A-Rod.   "My husband and I are not planning on getting a divorce. I know Alex Rodriguez through Guy Oseary, who manages both of us. I brought my kids to a Yankee game. I am not romantically involved in any way with Alex Rodriguez. I have nothing to do with the state of his marriage or what spiritual path he may choose to study."