Madonna is brave — but why take chances? Her Madgesty insisted on wearing a bullet-proof vest under her black leather jacket on a visit to the Dona Marta shantytown in Rio the other day, the Globo newspaper reported. Madonna — accompanied by the governor of Rio de Janeiro state, Sergio Cabral, and a platoon of bodyguards — spent 40 minutes in the lawless favela having raised $10 million from local businessmen to build a school there, like the one she built in Malawi.