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Moviegoers don`t so much see Glenne Headly`s entrance into ”Dirty Rotten Soundrels” as they hear it, when she literally tumbles into the lobby of a swank hotel on the French Riviera. But what a sound she makes.

The actress, who plays a naive, bumbling American victimized by two con artists (Steve Martin and Michael Caine), almost steals the movie from her famous costars in her first major film role.

”Oh, I don`t think I stole the movie from anybody,” the actress said in a soft, high-pitched voice. ”This is definitely Steve and Michael`s story, and I guess I add a nice element to the story. But it`s not like there`s a pile of scripts sitting on my doorstep.”

The scripts aren`t there yet, but early reviews of her performance in the movie bode well for her.

In her next two projects-she plays a no-nonsense pioneer woman in the mini-series ”Lonesome Dove” and a serious-minded British woman in ”Paper House”-are anything but comedies.

”I would hate to be categorized into any type of roles, whether it was comedy or drama,” she said. ”I can`t think of anything more boring than to be stuck in one type of role. I like to do serious roles, but I also like comedy. Can`t I do both?”

Headly said her experience with comedic roles was limited to a few stage productions and brief appearances in such films as ”The Purple Rose of Cairo,” ”Making Mr. Right” and ”Nadine.”

But working with Martin in ”Dirty Rotten Scoundrels” was like getting an advanced degree in comedy, she said, and the classes started early, when Headly was auditioning for the role.

”I was called back twice after my first audition, and the second and third time, Steve was there to work with me on the scenes,” she said. ”It gets a little tricky when you`ve got an important job at stake, and you`ve got to start improvising with Steve Martin. Boy, talk about being nervous.

”But once I got the job, it was easy working with him because he trusts your instinct, and that helps you to trust your own instincts. That`s what I learned more than anything else-to trust my comedic instincts.

”Of course, I`m no Steve Martin. He had me laughing so hard during the filming that I constantly was on the verge of crying.”

Headly said Martin had most of the cast and crew in stitches throughout the shoot, with the possible exception of a woman from Orion, the company that financed and is distributing the film.

The woman was on the set making sure Orion`s money was being spent correctly, and she frequently eavesdropped on conversations involving expenditures, Headly said.

”You could tell whenever she was sneaking around because Steve would just start saying these outrageous things,” Headly said. ”One day, I was standing with Steve and Frank Oz (the director), and suddenly, Steve started insisting, with a straight face, that it would help a particular scene if Frank hired a company to tow an iceberg into the Mediterranean within the week.

”Since it was Steve Martin talking, Frank and I listened intently to his idea and tried to make some sense of it. It wasn`t until we saw the woman from Orion hovering nearby that we realized it was a joke.”

Headly, who was born in Connecticut but reared in New York City, attended the High School for the Performing Arts (the school made famous in the film and television series ”Fame”) and then received a liberal-arts degree from a college in Switzerland. She appeared in stage productions in New York and Chicago before getting her first film role in ”Four Friends” in 1981.

”Unfortunately, most of my role ended up on the editing room floor,”

she said, ”which was my first big lesson in what can happen in the movie business.”

Although most of her work has been on the stage, Headly admits that she went into theater to help get into films. She said she has been a movie buff since she was a child and always wanted to see herself on the big screen.