And another Young Lady ventures out of town, this time to Lincolnshire for the Land Rover Burghley Horse Trials – and an excuse to wear my tweed cape. It is a key highlight of the international equestrian calendar, but a carefully curated shopping village, displays including military working dogs and a contagious party atmosphere mean you needn't be horsey to enjoy it.

Eventing, a taxing combination of dressage, cross-country and show jumping, evolved from the training of cavalry horses, where speed, stamina and agility were of the essence. Today, it is a thriving international sport with a huge following – especially after Team GB's 2012 Olympic silver. And nowhere better to watch it than the magnificent surroundings of the Burghley Estate.

Out on the cross-country course on Saturday, I joined the cheering crowds lining the four-mile, four-star track. Designed by Capt. Mark Phillips and incorporating fences from the London 2012 Olympics, it is one of the world's most challenging. And visually stunning too, running over undulating parkland and woodland, with the backdrop of Burghley House.

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As I watched New Zealand's Andrew Nicholson and his home-bred grey Avebury powering over the imposing fences, I found myself in the unusual position of rooting for a foreign competitor. The pair had won Burghley twice, and I really wanted to see them make it a record-breaking three. 'I rode him like I stole him,' Nicholson said later, referring to his daring shortcuts that had the crowd gasping. Avebury thrives on this bold approach.

And that's just the world-class sport. The social scene is second to none, too. On my way back to the car, I stumbled into the Dubarry stand. Yes, the one where impossibly handsome chaps stand in a bucket of water (to show their famous country boots are really waterproof) and flirt outrageously. Filled with antiques and a well stocked bar, it felt like a particularly jolly house party in an Irish stately. Next thing I knew, I'd been kitted out in their clothes and drafted into their legendary after-party. The tipple of choice was the Galway cocktail, made by salesman-turned-mixologist Keith Kenny.

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Dangerously delectable (the cocktail, but yes Keith too), its magic ingredient is marmalade vodka. Good things happen at Burghley. Finding my car in the dark afterwards was another matter. I should have brought a torch.

Onwards and upwards for the show-jumping finale on Sunday. With only a few points between the top three competitors, it was an edge-of the seat affair. I actually yelped with joy when overnight leaders Nicholson and Avebury crossed the finish line, nailing their third consecutive Burghley victory. It was a privilege to witness eventing history in the making.

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With some of the world's best horses and riders in a beautiful setting, shopping heaven and a contagious party atmosphere, this is a truly unique event – and the most sociable of its kind. I pitched up on my own, but by the time I left I'd bumped into an old friend and made several new ones (including Capt. Phillips's yellow lab). Put it in your diary for next year –and remember to pack a torch.

Burghley Horse Trials 2015 are from 3-5 September www.burghley-horse.co.uk