In the later years of his life, Frank Sinatra would often reminisce about his loves, his losses and the friends he missed most, including Marilyn Monroe. While the events surrounding what really happened on August 4, 1962 when the star was found dead from a drug overdose remain a mystery, Sinatra's close confidant and former road manager Tony Oppedisano, whose memoir Sinatra and Me: In The Wee Small Hours, is excerpted in this week's PEOPLE, says the singer didn't believe it was an accidental overdose. "Frank believed she was murdered," he writes, "and he never got over it."