Thierry Henry would always be singled out in team talks before we played Arsenal.
Sir Alex Ferguson would insist that we didn't give Henry any space. My Manchester United teammates decided that Henry was arrogant and should be punished for that.
We all wanted to level him at the start of the game so that he would be less effective. What we really meant was that he was Arsenal's best player and we wanted to stop him being a threat as quickly as possible.
That was a backhanded compliment.
Given that I played at the opposite end of the field to Henry, I was unlikely to do the levelling.
Gary Neville did his best and hoped for an early 50/50 with Henry so that he could hit him hard, but the Frenchman was elusive.
He was such an intelligent player that he was hard to hit. He would drift, he would switch direction and pace. He would turn you if you weren't careful.
Nobody could get close to him. So that made us even more frustrated and United and Arsenal had some major battles, two great teams giving it their all, season after season.
Henry had everything. He was blisteringly quick, he could beat a player, could come deep, run at defenders and had the best technique in the league.
He scored one goal against us, a volley which he set up for himself at Highbury, that remains one of the best goals I've ever seen. He turned and shot from outside the area past his France teammate Fabien Barthez.
It stunned us because we'd been doing well in the game, too, but we lost that one, though we still won the league.
Henry is not arrogant at all. He's a great man and I think it's fantastic that he's gone back to Arsenal.
He is 34 and maybe he's not the player of four or five years ago who left Arsenal for Barcelona, but he's still better than most Premier League strikers, including those at Arsenal.
I'd still have Henry over Marouane Chamakh or Gervinho, because while he doesn't possess the burst of pace which made him one of the best players in the world, he's retained his football intelligence.
He'll still get goals, maybe not as many as before, but it's not as if Chamakh, with one league goal this season, or Gervinho, with four, are prolific is it?
Arsenal have not changed their style since he left either. He'll fit back in just fine.
I was with Henry in the summer in New York and really enjoyed his company. It's funny that while my old United teammates used to curse about Henry, I always got on great with him.
He used to come up to me in the tunnel before matches and was really friendly.
He later told me that he admired my scoring record a lot, which I found very flattering. He's said this several times since.
So I met up with him in the July before he played for an MLS All Stars team against United.
He's an intelligent and witty man. He cares deeply about football and used to ring journalists to discuss what they'd written about a game he'd played in. I suppose that's better than Roy Keane confronting the journalists face to face.
Henry was telling me that while he loves living in America, London is his first love and he'll be returning to live in the city at the end of his career.
He also spoke about Arsenal as if he was a fan. He really loves that club and I know he was delighted to have a statue unveiled recently outside Emirates Stadium. Statues are usually for former players, but he'll have the rare honour of passing his own statue before playing for the team.
So I wasn't surprised that he offered his services to Arsenal before the start of the next MLS season in March.
The loan will initially be for two months, but they tend to stretch them for three months and that's a lot of football. Henry could be back in the Champions League and could make a real difference for his former boss, whom he adores. Good for club, good for the player. What's to lose?
I received a telephone call from the Liverpool striker, Craig Bellamy, last week. He had read what I had said about him in a previous column in this newspaper and wanted to apologise.
My estimation of him shot up with that phone call. It takes a big man to pick up the phone and say sorry.
I'm happy to consider Bellamy a good man and wish him all the best in his career.
Andrew Cole's column is written with the assistance of European Football correspondent Andy Mitten.