We weren’t kidding when we reported Alex Rodriguez is having a red-hot romance with Cameron Diaz. The Yankees’ MVP third baseman dined with the leggy actress Saturday night at Hotel Griffou with their newly single friend Kate Winslet. And judging from the photos of her leaving the next day, she stayed the night. Said one source: “They all shared a delicious meal and several bottles of French red wine.” Yankee fans hope Diaz will have as positive an effect on A-Rod’s swing as Kate Hudson did last summer.