Duchess Fergie: I Have Many Regrets

05/21/2011 at 05:00 PM EDT

Sarah Ferguson, Duchess Fergie: Talks Royal Wedding & Regrets
Sarah Ferguson at the amFAR Cinema Against AIDS Gala
Doug Peters/PA/Landov
The last year has not been without challenges for Sarah Ferguson – but she says she's not dwelling on the past.

"I'm looking to the future," Ferguson told PEOPLE at amFAR's annual Cinema Against AIDS gala Thursday night at the Eden Roc Hotel on Cap d'Antibes. "I don't focus on the past because there's nothing I can do to change things. I have so much to be grateful for, especially my daughters."

The amFAR gala represented what may be the start of a comeback for the Duchess of York, 51, who also has a memoir coming out June 28 called Finding Sarah: A Duchess's Journey to Find Herself and a TV show on OWN called Finding Sarah.

"I think I've changed and people will start seeing that when they see the show," she said at the event, which drew out a slew of celebrities, including Elton John, Gwen Stefani and Sean Penn, to honor the late Elizabeth Taylor.

Ferguson, whose six-episode show premieres June 12, admitted that she wishes her own life could be as admirable and revered as Taylor's.

"There are a lot of things I wish I had done differently," said Ferguson, who was famously not invited to Prince William and Catherine's April 29 nuptials. "But you don't get do-overs in life. You just have to move forward."

And Ferguson, who attended the event solo, got wistful when asked about Taylor's legacy.

"What a life she had and how much good she did – she was just remarkable," Ferguson said. "She was an inspiration and role model for so many people."

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