Well, we all have our problems. Take the Baroness Thyssen-Bornemisza, for instance. She just hates being called Baroness.

"No, I don't like it a-tall," she said. "First of all, it doesn't really mean anything because it's a title that comes with heritage. I prefer Mrs. It's much simpler on the telephone."

The baroness, who wore more diamonds than she could count, came with her husband to the National Gallery of Art last night. The occasion was a twinkling dinner under indoor trees celebrating the opening of the exhibit of Baron Hans Heinrich Thyssen-Bornemisza's Old Master paintings.

About 350 art patrons, socialites and executives from United Technologies, which helped underwrite the exhibit, had tenderloin of beef under the gallery's giant Calder mobile. Before that, they had gossiped over cocktails, and after that they traipsed upstairs to view the exhibit.

The baron and baroness, who live in a Swiss villa where butlers in white gloves and tails serve hot summer meals, were clearly the reigning celebrities.

"I picked you like a painting," said the baron to his wife. He was reminiscing about the time he crashed a party the beautiful blond banker's daughter gave in Switzerland.

"Oh, that's not true," she said.

The other authentic jet-setter on hand was the baron's son, Hans Heinrich. He is 29, unmarried, helps his father with the collection and, by all accounts, should have the best social life in Europe.

"No," he sighed, "I have no time." So there are no hordes of women following him around in Switzerland? At this, he lightened. "I don't want to give up all my chances here in the United States," he replied.

A little further along in the conversation, the baron's son confessed that because they took Swiss citizenship, he and his father are not legally barons.

"We use it out of tradition," he said. "And sometimes it's useful to order a table in a restaurant."

After dinner, the crowd finally got a look at the exhibit. Enerally, the rave was the order of the evening. The baron even signed autographs.

"Perfect," said Ferruccio Pelli, the mayor of Lugano who has dinner at the villa a lot. He stood back and admired a Canaletto of Venice. "That usually hangs in the salle a manger," he said, meaning the dining room.

A few moments earlier, Sen. Edward Zorinsky (D-Neb.) and his wife Cece had stopped to look it over.

"One of the few times I didn't have to look at minutes of hearings," said the senator.

"I don't see any pigeons, " said his wife, who said there certainly were pigeons when they were in Venice.

Among the crowd were presidential adviser Hedley Donovan; David Lloyd Kreeger, the art collector Carter Brown, director of the National Gallery; Hugh Jacobsen; Sen. James A. McClure; Wynant Davis Vanderpool; the Danish and Swiss ambassadors and Hodding Carter III, the State Department spokesman.

The president, Carter said, "is holding up damn well," in the Iranian crisis. "He simmarized it right on the money today," Carter continued. "The fact is, we have a group of American citizens being held illegally. It's a situation where we can't compromise. They have to be released, and that's where it was when I left today."

In the nonpolitical contingent was Connie Mellon, trustee of the International Exhibits Foundation, which organized the show. She wore an extremely slinky dress of black sequins that made her look like she weighed 95 pounds. People near her buzzed about it.

"This is my mystery dress," she said. "If you can't guess who made it, I'm not telling. It's just a man-made mermaid."

Kreeger, on the other hand, watched the baroness. "She's adorable," he said. One nearby guest was whispering excitedly that she had heard the baroness was an old girl friend of an Onassis. "Check it out," she said.

The party was unusual in that the guests, after going through the receiving line, made their entrances to the party via the gallery's moving walkway. In the cocktail area, waiters passed giant shrimp, and violins played on the side. Everyone made valiant attempts to talk about the baron's collection, but this was difficult since no one had seen it yet.

And by the time they did see it, they had to be quick. This was because the security guards wanted to go home.

"I've got people that have to get on the subway," one told Carter Brown.

"Well," Brown said, "it should only be 10 or 15 more minutes."

And precisely 15 minutes later, at 11:30 p.m., the guard made a solemn announcement: "We're closing." So, obediently, the baron and the baroness put on their coats and went home.