SYDNEY - The Defence Department is investigating a claim that entertainer Tania Zaetta had sex with Australian soldiers in Afghanistan, an allegation she labelled "hurtful and ridiculous".The department has been embarrassed over the issue, admitting it broke privacy rules by naming Zaetta in a high-level briefing paper to Defence Minister Joel Fitzgibbon, News Ltd reports.The document said the unsubstantiated allegation that Zaetta had sex with special forces troops at the Australian base in Tarin Kowt last month, while on a 17-day concert tour of the Middle East, was made by rocker Angry Anderson, who today denied making any complaint.Zaetta, 37, a radio host and Bollywood actress, was the co-host of 1990s television show Who Dares Wins, which is also the motto of the Australian SAS.She strenuously denied the allegation."That is the absolute first I've heard of it," she said."That is the most ridiculous story I've ever heard about my life - and I've heard plenty over the years in this industry."It takes the cake. I've just done this most amazing life-changing experience, been to the most unbelievable places and for this to be said, it's very hurtful."Anderson, lead singer of rock band Rose Tattoo, said he had not made a complaint about Zaetta."I don't know where that came from. I don't get into personal or petty dislikes, particularly when it could hamper or have a detrimental effect on a tour."I don't know Tania very well."As far as I could tell she conducted herself in a very professional manner."A Department of Defence spokesman confirmed that an investigation was underway and that statements would be taken from those who participated on the tour, who were briefed on the military's no-fraternisation policy ten days before the tour.In interviews given to publicise the tour, Zaetta told AAP: "I'm single at the moment, and there has been a lot of teasing that I am going into a very male dominated place where they haven't seen girls for a long time." AAP