We have to report in at 6am, pass through metal detectors and file past armed police officers in plain clothes or neatly-pressed uniforms.
On the fourth floor we have to hand in our cellphones, which are sealed in brown paper envelopes. We then sign away our rights. We will have no communication with the outside world and we will have no privacy.
"It's a legal document," one serious official warns after someone only puts his first name on a document, even though he had signed it.
The officials on duty are friendly enough. They are dressed smartly. We are handed heavy red-coloured volumes. Thoughts of another Little Red Book go through my mind, but this is not communist China in the 1940s, we console ourselves.
We are then led downstairs, under the hawk-eyes of the cops lining the corridors, which are cordoned off with red rope (red again) to prevent anyone coming in or out. It's going to be a long day. None of us is happy. Many arrived earlier and are already hunched over the thick documents, deciphering their contents. It is very quiet now.
Outside, in the corridor, an unsmiling official dressed in a plain black suit, probablycovering his heavy armament under his jacket, is pacing up and down. He comes in periodically to see what we are up to. Then more officials arrive and they look over our shoulders.
They want to see if there is any surreptitious communication going on with anyone outside the building. The day drags on.
But tea and coffee, cheese and cream scones are provided and lunch is promised. Of course, there is no alcohol. Those who smoke are allowed to do so on the fire-escapes, but only if escorted by one of those unsmiling black-clad security officers.
Later we are told that an important official - which some of the more hardened amongst us would label a commissar - wants to see us at 11.30. We are told to wait because we cannot leave without being accompanied.
At 11.15, the quiet of the building is shattered by the activity of everyone walking down the stairs or using the lifts to get out of the building.
The bright light outside stuns some of us. We have, after all, been working under fluorescent lights. When our vision clears we see a lot more cops. We move into a big amphitheatre where the important commissar tells us what is expected of us, what the contents of the Little Red Book mean. A few of us pose questions. Others remain silent. It is over quickly and we are escorted back to our offices. We continue reading the red books.
We were promised that we would be released soon. Thankfully the time arrives, spirits lift, we are free again.
Finance Minister Trevor Manuel has started his budget speech in parliament with the words we have all been waiting to hear: "Madam Speaker".
The annual lock-up of journalists and the embargo on the budget documents is over for another year, thank goodness. We send our stories to our media houses and trudge home bleary-eyed.