What am I doing here? I'm managing a tiny side in the frozen subarctic wasteland of Finland. There is no light, apart from the aurora borealis, which looms over me like a sentinel of doom. Temperatures are barely fit for human existence (why would anyone want to live in a place like this? Why?) and the football is an exercise of pure fitness, players running like 22 Paul Dickovs in an effort to stay warm.

I used to manage Middlesbrough in the Premiership, and in six seasons transformed them from a provincial also-ran into the continent's foremost outfit. We had the world at our feet. During my time in charge, Boro won six league titles, two FA Cups, two Champions Cups, a League Cup (added almost by default) and just to complete our set, the World Club Cup. The side was as close to a dream team as I could have possibly built. Genuine stars (say hi to Christian Vieri, Patrick Vieira, Gianluca Zambrotta and Michailis Konstantinou) rubbed shoulders with the great and the good of the CM world (Moukoko, Kerr, Said and Klompe) to produce an exciting, mighty blend of attacking virtue.

My previous season was the best of the lot, and it had to be. We clinched the treble in some style, starting with a breakneck dash against Martin O'Neill's Leeds to retain the Premiership. Next was a 2-0 victory over Leicester in the oldest cup competition on the planet, before we rounded the year off with a 1-0 nailbiter against the mighty AS Roma.

But there was trouble in paradise. Having incurred my wrath by deciding he couldn't be mithered to turn up for training once too often, I transfer-listed Nicolas Anelka. Perhaps wisely, no one took up the chance to sign him, and the sulky French brat moaned through a season in the reserves, taking home £60k per week for doing more or less nothing. Our wage bill was astronomical, with Vieira, Vieri and Alan Smith all earning the sort of money that would make even the Queen wonder if she was in the wrong job. The result was a balance that slipped into the red each season, only to be buoyed up by prize money and TV income. Essentially, we had to keep winning things just to break even. I was engaged in a constant battle with my Board. They were delighted with my general progress, but saw me as a wastrel, just as I thought they lacked my ambition.

The crunch was reached in the summer of 2007, when I had little to spend on new signings, and saw us slipping behind our closest rivals. I could only watch in ire as the dirty boys from Elland Road spunked up £21m for Ebbe Sand, though the consideration that I had Vieri, Konstantinou, Smith, Jermaine Defoe and Nuno Gomes to play with did kind of ease the tension. At the same time, the prospect of another Premiership campaign, with the stipend of a League Cup that I found to be an increasing source of fixture congestion filled me with little enthusiasm. Where could I go from here?

The answer was simple, and dramatic. I resigned. There was something coldly mechanical about the ease with which I extricated myself from Teesside. I half expected to hit the confirmation button only to have the Board come to me on their knees, begging me to reconsider. But this didn't happen. Using the same speed levels with which Roy Keane can get into an argument, Boro had agreed terms with Sam Allardyce, and the moustachioed miracle worker entered the biggest job in football with a promise to continue his new club's ambitions on all fronts. How I laughed. And yet how I felt slighted. Surely, my successor should have been Wenger, O'Neill or Toppmoller, not this lower league pompadour! My attitude soon changed, though, when I checked the Premiership table and saw my former charges lead it with a spotless five wins out of five. Yet Allardyce had made bother for himself. Anelka was back in the starting line-up, and still whinging, like the modern day van Hoojdonkey he was.

In the meantime, I resolved to take a holiday, and accept the first job that flew my way. Nantes looked elsewhere. Fiorentina re-appointed a man they had just sacked rather than go for the manager with the best record in the game. And then came the offer from Inter Turku, a tiny side from Finland that was seeking promotion back into the Premier Division. I packed my woollens, and was off to the chilly north. When I arrived, things could hardly have been more different from my first job. I had always been given the impression that Middlesbrough was a reasonably buoyant club, that there was never less than £10m in the bank for a rainy day, and a good chance of getting any player, if the timing was right and money talked loudest of all. This was not the case here. Though Turku led the First Division, there was a big fat zero in the transfer treasury, and the loose rabble of players who lurched about the training ground were a far cry from the crack fighting machine I'd assembled, Senator Palpatine style, at the Riverside. This was football at a sharper end. We were in the far corner of Europe, in the second tier of the 50th best league in the world, and distant from civilisation.

But, you see like the 1997 general election slogans informed us, it was time for change. After years of unbridled success and the joy of having the finest players at my disposal, this was what Mickey, Rocky Balboa's trainer, might have referred to as blood, sweat and tears. And besides which, Turku wasn't all that bad. It was, in fact, a very beautiful city (the photos on this page are of my new home) with its castles, rivers and simple way of life. Father Christmas lived just up the road. There were 60,000 lakes to explore, if you were into that kind of thing (in my opinion, seen one, seen the lot, but never mind), and a chance to get this proud team (with its 1,700 passionate supporters) back into the Finnish big time. Against my better judgement, but with a positive eye on the future, I was actually looking forward to the challenge. It was time to go to work.