Paul McCartney, Heather Mills Meet in Court
03/01/2007 AT 09:00 AM EST
The pair spent Thursday morning in closed-door meetings at the Royal Courts of Justice in London with a senior family court judge and their respective legal teams.
McCartney, 64, and Mills, 39, who are using the same lawyers retained by Prince Charles and Princess Diana in their 1996 royal divorce, began the hearings on Wednesday.
Dressed in a gray suit and sneakers, McCartney left the court building Thursday shortly after noon, walking out the main entrance and throwing his trademark peace sign hand gesture. On his way out, a fan asked how he was feeling; he replied: "I'm all right."
Mills, wearing a purple coat with her hair pulled back by a yellow scrunchy, left court via a back entrance just before 1 p.m. She did not speak to a swarm of photographers who followed her to a waiting black Ford car.
On Thursday, their attorneys issued a joint statement reading in part: "Since the breakdown of the marriage there has been a significant amount of misreporting in the press. ... The parties both ask the media please to respect their privacy and the confidentiality of the proceedings, as they work to settle the outstanding issues between them in their divorce."
McCartney and Mills separated in May 2006 after four years of marriage. McCartney filed for divorce in July and supporters for each side have waged an acrimonious battle in the British press ever since.
One friend of McCartney insists it's time to push ahead in the courts. "He's had enough of the legal limbo and just wants to get on with it," the pal tells PEOPLE.
Mills is also moving on: She recently announced that she'll be competing on the new season of Dancing with the Stars, and told TV's Extra, "To be honest, in my mad crazy life it's actually going to be great fun ... like a holiday!"