The Man from M.I.5

Seemingly without a care in the world, a man relaxes aboard his yacht in the Mediterranean. Other than the five bullets he takes from a mysterious scuba diver that sneaks onto the vessel, life couldn't be sweeter.
The assassin rummages through the dead man's desk, and flees when he finds what he has been looking for. The boat then explodes, attracting the attention of the victim's colleagues, who just happen to belong to the British secret service.
Realizing that the explosion was no accident, and that plans for a nuclear device which were supposed to be exchanged are now missing, the British agents contact International Rescue. Lady Penelope, under the guise of a fashion model, plants a story in the paper that she has arrived to crack the case and expose the killers.
Predictably, a man wielding a gun pays Penelope a visit and forces her from her yacht. Has she made a mistake by sending Parker off to gamble in Monte Carlo? It's possible that she's underestimated the viciousness of her

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S01E18 - Cry Wolf