Spanish beauty Penelope Cruz refuses to leave Europe to live in Los Angeles, because she fears Hollywood could transform her personality. The BLOW actress spent a lot of time in the United States during her two-and-half-year romance with Tom Cruise, but is now enjoying a trans-Atlantic relationship with her SAHARA co-star Matthew Mcconaughey. Despite starring in Hollywood movies Vanilla Sky and CAPTAIN CORELLI'S MANDOLIN, Cruz insists she remains a Hollywood "outsider" because she continues to work on European films. She says, "I feel very grateful for the opportunities they are giving me there (Hollywood) also, but I always work there as a European actress that is also working in America, because that's the way to protect myself from the negative things from that industry. "There are a lot of positive things (but) there are always things that are dangerous, maybe even more for a woman. "I always go away to shoot there or to spend time there, knowing when I am coming back (to Europe). And that's a way to protect myself and to really be where I am instead of being there pretending to be something else."