Washington (CNN) Melania Trump says she doesn't agree with everything Donald Trump says -- especially his language -- but doesn't try to change her husband.

Trump told CNN's Anderson Cooper in an interview aired Monday she disagrees with her Republican front-runner husband on "many things -- some language, of course."

She cited an incident in New Hampshire three weeks ago in which Trump repeated a vulgar word aimed his rival, Texas Sen. Ted Cruz.

"She said, 'He's a pussy,'" Trump told the audience at the time.

Melania Trump, who was there, said she hoped he wouldn't repeat it after the woman shouted it.

"I was in New Hampshire when the woman was shouting out the inappropriate word, and I was there," she said.

"And I'm thinking like, 'Don't repeat it,' in my head, for him, 'Don't repeat it. Just don't say it because the next day, media, all they will talk about is that.' But he repeated it," she said. "He's with the momentum, he goes with the flow, he goes with the people. They're having fun, everybody was cheering. And he said it and the next day -- but he repeated the word. That was not his word."

She said she spoke to her husband about it afterward.

"Yeah, I told him that, yes," she said.

Largely, though, Melania Trump said she doesn't press her husband to change his policies or tactics on the campaign trail.

"We are both very independent -- I let him be who he is and he let me be who I am," she said. "I don't try to change him. He's an adult. He knows the consequences and so I let him be who he is. I give him my opinions, many, many times."

She added: "I don't agree with everything that he says, but you know, that is normal. I'm my own person, I tell him what I think, I'm standing very strong on the ground on my two feet and I'm my own person, and I think that's very important in the relationship."

Melania Trump nevertheless maintained confidence that her husband's rhetoric would change once elected.

"To build the empire and the business that he did, you can't always use that kind of tone," she said. "He could really change the words and the tone."

Melania Trump said herself that she had a "thick skin" and has weathered the attacks on her husband with little trouble. She explained that she followed the campaign "from A to Z" and that she frequently gives Trump advice based on his performance in rallies or interviews.

The latest controversy surrounds comments made by her husband to CNN's Jake Tapper on Sunday, in which he did not immediately disavow support from Ku Klux Klan leader David Duke.

Melania Trump said his position was clear -- and blamed the media for asking repeatedly.

"I don't know why the media needs to ask him so many times, because he disavowed," she said. "They were asking him about the group and he said I don't know about the groups."

Born in Slovenia, Melania Trump professed her love for New York's "energy" and America's opportunity, and said she understood why the U.S. attracted so many immigrants like herself. But she said that did not make her more sympathetic to those who come here illegally, which she said was unequivocally wrong.

"He's not racist. He's not anti-immigrant," she said of her husband. "I obeyed the law. I did it the right way. I didn't just sneak in and stay here. So I think that's what people should do."

Asked what she would focus on as first lady, Melania Trump said she would be "different" than those who have already served in the role.

"We are in the 21st century. I will be me. I will be different than any other first ladies," she said. "I will help women. I will help children. They are the future."

But Melania Trump also said she'd be making time for her nine-year-old son with Donald Trump, Barron.

"Maybe a little bit more interviews, but as we're traveling, I need to be a parent to my child," she said.