What's the story behind in the closet?

I read it's about keeping a relation between 2 Liebhaber secret,that's how it sounds,you know:"Just promise me hatever we say,whatever we do to each other For now we make a vow to just keep it in the closet".

Like MJpixy said.. it's about a relationship between 2 secret lovers.
Michael wanted this song to be a duet with Madonna.. but it didn't happened.
The voice of the mysterious girl in the song is the voice of Princess Stéphanie of Monaco.
They say that with this song Michael wanted to stop the rumours about him being gay - 'don't hide our love/ woman to man'.