It's said that Winston Churchill himself asked Carl Foreman to make a movie out of Churchill's "My Early Life." The great man made his request after seeing Foreman's "The Guns of Navarone." Now it may seem strange that the foremost statesman of his time would want his autobiography produced by a man who had just made a straightforward action picture. But then again, maybe not. We live in a time when people tend to do more or less the same thing all of their lives. Churchill did not. He had several careers before he settled into his final role as the World's Greatest Statesman. He spent quite a bit of his life, in fact, being an Eminent Failure. More than once, he committed what looked like political suicide. And his early life was filled with more action than thought. "You are my greatest disappointment," Lord Randolph Churchill rumbles at his son, somewhere around the middle of Foreman's "Young Winston." "I cannot imagine what will become of you." The audience is supposed to dig each other in the ribs at this moment, I suppose; our knowledge of how Churchill really turned out is what gives his early story such a nice irony. But Foreman, who wrote and produced, and his director, Richard Attenborough, don't work the irony too hard. "Young Winston," opening Wednesday at the U.A. Cinema One in Oakbrook, has been conceived as part history, part autobiography and two parts swashbuckling adventure.