There was an intriguing section warning travellers not to worry if they find themselves the object of curiosity. "Staring is not considered as impolite in Russia as it is in the United States," says the book. "No offence is meant, however." But, it adds, if it gets really tiresome you can always demand "Chevo vy na menya smotrite'' (''Why are you staring at me?'') I promptly committed the phrase to heart.
Three weeks on, I feel let down. No one has thrown me so much as a casual glance, nor have I seen anyone staring at anyone else, even when they have had good cause. When cars crash on an American freeway, the vehicles on the other side of the road grind to a halt as their occupants crane for a look, unembarrassed by their own ghoulishness. A similar collision on the streets of Moscow often will go almost unnoticed. The Russians do not go in for much "rubbernecking", as the Americans call it; they simply don't seem to be particularly voyeuristic.
The best example of this came one evening earlier this month, a few hundred yards from Red Square. The word had quickly spread that a gunman was holding a busload of South Korean tourists hostage on a bridge over the Moskva River, in the shadow of the Kremlin and only a stone's throw from the residence of Boris Yeltsin.
By any standards, it was a compelling drama - as the presence of a large crowd of television cameras and reporters testified. The bus could have blown up. The gunmen, who was demanding $10m (pounds 6.3m) and an aeroplane, could have shot everyone. The scores of police surrounding the bus from Russia's commando-style Omon force could have stormed it (which they eventually did, in the early hours, killing the gunman and releasing all the hostages unharmed).
Yet in the nearby Hotel Rossiya, a huge and very ugly hotel, life went on undisturbed, even though the building had a commanding view of the whole scene. Doormen carried on harassing anyone who walked in, a handful of people went on dancing rather drunkenly in the restaurant (where a woman was asleep, her head on the table), a group of dancers continued stripping off in the disco (although even they only managed to attract a small number of onlookers).
Outside, even the television cameramen seemed fairly placid; they don't swarm quite as much as their Western counterparts, who frequently descend en masse on passers-by without knowing whether they have anything to do with the story. "When a society has seen so much over the years - from Stalin's purges to the shelling of the parliament - it just doesn't have the same appetite for violence," a Russian colleague explained, "And people are tense; they want to stay out of trouble."
It works both ways. Russians also don't much like being watched - at least, not the ones I encountered at a night club on Tverskaya Street during an expedition to see how the wealthy "new Russians" spend their leisure time. Reassured by the advice in The Russian Way, I settled down to inspect a scene that could easily have been set in one of the Gulf states. Amid the gloom, under the dancing coloured lights and glass-tiled ceiling, sat a couple of glossy-looking men, fat cats sipping champagne.
A few yards away there were about a dozen heavily made-up young women in micro-skirts, looking for prey. But it was the henchmen - the large close-cropped men in bulging suits who out-gooned any thug in a James Bond movie - that really caught the eye. They seemed to be everywhere, pacing the room, lurking in corners, hanging around around the metal detector at the door. In a society where a business executives are murdered every week, the bone-headed man is king.
They have a way, these heavies, of letting you know when they're fed up. One lout suddenly sat down and drank my beer. I retreated to the gents to contemplate my next move (The Russian Way doesn't include "Why have you stolen my drink?"). On my return, I found another goon sitting in my chair. When I moved to a nearby table, a waitress arrived with the news that the table was "closed". Time to leave. Time, also, to learn another phrase. "Chestna, ya na vas ne smotryu'' - "I'm not staring at you, honestly."