Ms Gillard said she would do her best to be frank with the Australian public in her new role.

"I can listen to a song," Ms Gillard said, when Kyle expressed concern it might be inappropriate to leave her waiting.

The new prime minister was left waiting on air while Kyle and Jackie played a song - Gettin' Over You by David Guetta featuring Fergie.

"I think when you're doing something as complicated as being prime minister, there are days when people are going to look at what you're doing and go, 'That's fantastic,' and there are going to be other days when they look at what you're doing and say, 'Why on earth did she do that?'," Ms Gillard said.

"So I'm not going to try and promise people everything's going to be smooth sailing and they're going to be applauding at the end of each day because the job's too tough for that, but I'll be trying my best to be as frank as I can with the Australian people about the challenges we face."

Asked if she would be outlawing redheaded jokes now that she was prime minister, Ms Gillard laughed and said she would still allow them.

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"But expect to get a response when you do," she said.