INDIANAPOLIS -- Celebrating wins has never been high on Roger Penske's priority list. Collecting them has.

"He's had 11 wins at Indianapolis and 111 wins in Indy-car racing and the team has never really celebrated any of them,'' said Kathryn Penske, who threw a surprise party for her husband two weeks ago as part of the 30th anniversary of his first Indianapolis 500 victory.

"We've never been able to get him to sit still long enough to enjoy a win,'' she said.

Penske tries never to look back. He often says, "The most important win is the next one.''

That could come Sunday in the 86th running of the Memorial Day weekend race. Helio Castroneves and Gil de Ferran are again among the favorites after giving The Captain a 1-2 finish last year in his memorable return following a five-year absence from the Brickyard due to open-wheel politics.

Penske sat still at his party, even laughing on cue when his wife told him from the dais that part of the surprise was that the Penskes were paying for the party, which included more than 600 guests.

That would hardly shake up a man who heads a multibillion-dollar business empire including auto dealerships, a truck leasing company and an international diesel engine manufacturing firm. He employs more than 30,000 people.

"I never have to get up in the morning and decide where I have to go,'' Penske said, smiling. "It's usually well planned in advance.

"The more challenges, the better. I never get up in the morning and expect to be told everything is going fine. My morning starts out with what do we have to anticipate, trying to fix something.''

Penske said it's the same way with racing at Indy.

"You've got to start this process, not on May 1, you've got to start it six or eight months prior to that,'' he said.

With all the demands of running such a widespread operation, Penske has always made time for auto racing -- the business that made the trim, silver-haired 64-year-old Penske famous.

He switched to the Indy Racing League from the rival CART series this season in what he called "a business decision.'' He also runs a NASCAR Winston Cup team, fielding cars for former champion Rusty Wallace and touted rookie Ryan Newman.

"I guess racing is my golf game and my fishing trip,'' said Penske, sitting in his luxurious motor home parked behind the Indianapolis Motor Speedway garage area. "We use racing as a common thread through all of our businesses.

"For example, we had 300 people for breakfast here today. ... We see this as bringing them onto the field at an NFL game and then interfacing with the team. We're in the transportation business, so most of our customers are interested in the high-tech automobiles we race, whether it be NASCAR or the open-wheel series.''

Open-wheel racing, particularly at Indy, is where Penske built his reputation for thorough, even fastidious, preparation and 100 percent commitment.

His list of Indy winners is a virtual who's who, including the late Mark Donohue, who gave his longtime friend his first 500 win in 1972 but died three years later at a Formula One event in Austria.

Penske's other Indy champions have been Rick Mears, Bobby Unser, Al Unser, Danny Sullivan, Emerson Fittipaldi, Al Unser Jr. and Castroneves.

"It's been a great ride,'' Penske said after most of those drivers came to the stage at the surprise party to tell stories and reminisce about their triumphs while working for the king of open-wheel racing.

"These guys all made a commitment to us and we did our best to put them in Victory Circle,'' Penske added. "The hard work paid off.''

Mears, Penske's only multiple Indy winner with four, was the team owner's greatest find. An unknown off-road racer, Mears started third and finished 23rd for Bill Simpson as a rookie in 1978, then joined Penske for the final 10 races that season.

In 1979, Mears won from the pole, giving Penske his second Indy victory.

"It's always been attention to detail with Roger and the guys on this team,'' said Mears, who remains with Penske as a full-time consultant and driver coach. "Even back then, he had that reputation. When he asked me if I was interested in driving for him, I couldn't believe he was really talking about hiring me.''

Penske first came to the speedway with Donohue in 1969, finishing seventh and bringing a new kind of efficiency to Gasoline Alley.

A then-crewcut Penske and his team were attired in crisp, clean coveralls and kept their garage floor swept and parts neatly labeled and shelved. At first, they were derisively referred to as "those college boys.''

After Donohue finished second in 1970, the tune began to change. Following the 1972 victory, other teams began to copy Penske's ways.

Once the victories began to pile up, Penske's name became synonymous with the speedway.

"I had no idea back in '72 what winning the Indy 500 would mean to myself personally, my family and my business,'' he said. "You just didn't understand that 30 years ago.''

Things fell apart in 1995 when Unser Jr., then defending champion, and Fittipaldi failed to qualify.

That came only weeks after speedway president Tony George shocked the open-wheel world by forming the Indy Racing League as a rival to CART, a series founded in 1978 by Penske and some of his fellow Indy-car team owners.

When the IRL began in 1996, all of the big name teams and drivers from CART boycotted Indianapolis, the IRL's cornerstone event.

"When Al and Emerson didn't qualify for the race in '95, it was one of the saddest days of my life,'' Penske said. "Then being out for five more years was very hard.''

He decided to return to the speedway last year, testing the waters for the switch to the IRL.

"When we came back, everybody welcomed us back, but we were put under a magnifying glass: 'OK, now what are you going to do?'''

All his team did was qualify with ease and give the boss his first 1-2 sweep.

"You know, if I never win another one, that one kind of put the lock on the box,'' Penske noted. "It said: 'Hey, these guys have a good team.' We can come back from adversity.''

It's obvious that Penske, who was a championship sports car driver himself and whose team has also won in Formula One, NASCAR, Can-Am and Trans-Am, is most proud of his record at the old Brickyard.

As he was inducted into the IMS Hall of Fame this month, Penske referred to another Indianapolis legend.

"Foyt says, 'Penske, you'd be nothing without the speedway.' A.J., that's one thing I agree with you on,'' he said.