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Rita Rudner can`t remember her first time. Honestly. Or so the winner of the 1990 American Comedy Award as Funniest Female Stand-Up claims.

”I think I blanked it out,” she says in a voice as soft as cotton batting. ”I do remember the first time I remember (doing standup): I was living in New York, being a dancer in the Broadway play `Annie.` It happened at the club Catch a Rising Star. I was very scared. I got a friend from

`Annie` and we did it together, singing and telling jokes in the middle. We started at 2 or 3 in the morning. He hated it and never wanted to do it again. And I loved it and wanted to do nothing else.”

This is Rudner`s memory of the first time she performed stand-up comedy. The first time she remembers being paid for stand-up, she says, was at Catch a Rising Star or the Improv in New York. One paid $5 and a hamburger, the other paid $10. She can`t remember which was which.

Rudner, 36, has come a long way since then, this mild-mannered comic. Famous for her soft spins on life`s harsh ironies, she has found success by putting universal experiences into hilarious perspective. Her HBO show ”Born to Be Mild” was voted best comedy special in the 1991 Cable Guide reader`s poll. She recently finished filming her first feature movie, ”Peter`s Friends,” for which she co-wrote the screenplay with her husband, British comedy producer Martin Bergman. And now she is traveling the circuit of talk shows and interviews, promoting her new book, ”Naked Beneath My Clothes”

(Viking, $17).

Subtitled ”Tales of a Revealing Nature,” the book consists of essays

(”If I Live in a Fantasy World, Why Do I Have to Pay Taxes?” and ”The Bikini: What Nazi Thought This Thing Up?”, to name two), lists (”Things That Sound Better Than They Are,” such as No. 10: Being a princess) and cartoons

(some of which function as a flip book if a reader riffles the pages)-all served up in Rudner`s trademark arch manner.

”I didn`t want to write a book if it couldn`t be funny,” she says.

How would she categorize those themes?

”Anything that happens to you while you`re awake-and sometimes while you`re asleep.”

More specifically, Rudner`s comedy fodder includes such issues as her buck teeth, her husband`s driving, why blonds are better flirts and the thrill of eating dessert off someone else`s plate. Also, Rudner ponders life before the TV remote control and the advantages of dressing like a nun, as well as the etiquette of Call Waiting, being put on hold and speaker phones.

In her book, tucked between her essays, are personal photos: Rita as a little girl holding a big accordion; a teenage Rita standing in a field, holding her purse by its shoulder strap while she is surrounded by cows; and the blurry shot of a building in Paris that moved just as she took its picture.

Readers shouldn`t expect that the title ”Naked Beneath My Clothes”

indicates the author`s intention to bare the worst about her personal life, her family and anyone else she might wish to expose. Rudner`s family had its share of problems, but, she says, ”I don`t have any deep dark secrets I wanted to shed any light on. My dad-he didn`t even get drunk on New Year`s Eve.”

So, that said, how did a nice girl like her get into comedy?

”I didn`t go into comedy because I had to compensate for my past,”

Rudner says, ”or because I wanted to change the world or lecture people. I wanted to take the things that you look at every day and see them from a different angle-and from my own point of view. If enlightenment comes along the way, fine. But I don`t like to be preachy.”

What does suit her style, in Rudner`s opinion, is sticking to themes that everyone can experience.

”I love it when I can say a joke and see people in the audience nudge each other and say, `You do that,` ” she says.

Rudner was born in Miami in 1955. She describes her father, Abe, as a lawyer ”who didn`t like to argue.” The only child in the family, Rudner was 13 when her mother, Frances, a homemaker, died of cancer. While Mrs. Rudner was ill, the family relied on humor to cope with their difficulties, including a lack of adequate health insurance.

”I think you tend to avoid the serious bits of life then,” Rudner says. ”My dad and even my mom-We were always making jokes around the house, trying to deflect what was going on. Because otherwise, you can`t talk about it. It`s too sad.”

Rudner started 1st grade before she was 5 years old, ”so from the beginning, I didn`t fit into any structure. I was always in ballet classes-I wanted to be a dancer-and dance companies. I was never in any clubs or groups.”

She also skipped a grade later on. The age gap between her and her peers took its toll.

”Socially, I was totally backwards,” she says. ”When you`re an adult, that (age gap) is nothing. But when you`re 15 and everyone else is 18, that`s a huge difference. I always made good grades, but I hated school and wanted to be a dancer instead.”

A case in point: When Rudner was in 10th grade, she found a job dancing in summer stock in Miami Beach.

”I found the job in a newspaper ad,” she says. ”I was just so determined to do what I wanted to do that I got my dad to write a letter saying I was in the hospital so I couldn`t finish going to class that year. So they sent all of my exams home.”

Didn`t any of Rudner`s teachers or classmates want to visit her in the hospital or at least send her a card?

”No,” she says with a burst a laughter, ”they didn`t care. I mean, I was a weird kid.”

At 15, having graduated from high school, she left home and moved to New York. Settling into the Barbizon Hotel for Women, Rudner set her sights on Broadway. Her father came up to see that she had decent living accommodations and gave her his support. She says he told her she could go home and/or go to college if that`s what she wanted to do later. But a dance career was her goal.

”By then I knew I wasn`t going to be a ballerina,” she says. The previous year she had interviewed at a New York ballet school but wasn`t accepted-”even for lessons,” she says, ”even if I paid for them-because I had lousy arches. I mean, I`d rolled them on Coke bottles, I`d slept with them wrapped around poles. I`m very limber, but the arches just weren`t there. But I could turn and jump and all that, so I thought, `I`ll switch to Broadway.`

She landed her first dancing part in a national touring company of

”Zorba” three months later; she had just turned 16.

”See, I told you, I`m a weirdo.” she says. ”People look at me and say, `Why did she become a comedian?` But after they talk to me a little bit, they say, `Oh, that`s why. She`s a little off.` ”

When that tour was over, Rudner returned to New York and got another dancing role in ”Promises, Promises.” This was the track she was on-Broadway shows, commercials, industrial films-for the next 10 years. And then came her beginnings at stand-up comedy.

”I think you actually have a better chance of explaining why the earthquakes happen than why I started doing comedy,” Rudner says. The competition among dancers for roles in fewer and fewer shows was one reason, she says.

”And at the time, there were very few female comedians, so I thought I might have a better chance of being noticed. Also, I wanted to get into television-I had this Mary Tyler Moore fantasy. I thought that maybe I could write jokes and be on a sit-com. That crossed my mind.”

Rudner says that she loved comedy ”the minute I began to research it. I couldn`t start a sentence without thinking, `Is this funny? Could this be a joke?` That`s all I wanted to do.”

She studied the comedians she loved: Woody Allen, Jack Benny, Albert Brooks.

”I remember that as a kid I liked the Smothers Brothers and David Steinberg too,” she says. ”I liked things that snuck around from the back. I never liked frontal comedy, where you could see the people trying to be funny. My taste, and my own personal style, ran to subtle, understated comedians.”

It took Rudner two years to get five minutes of material together. And, within three or four years of doing stand-up, she got on ”Late Night with David Letterman.”

”It wasn`t really the big break, but it told me that I was on the right track,” she says. ”It was very fulfilling. You know, your life doesn`t change if you`re on TV for five minutes. It`s no longer like the Ed Sullivan days when there were three channels and everyone saw you.”

With her career building steadily, in 1984 Rudner was hired by a British comedy producer named Martin Bergman to do a show in Edinburgh, Scotland.

”I always liked him and whenever he would come to the U.S., he would call me up and we`d have dinner,” she says. ”But we were always both going with other people.”

Eventually Bergman moved to Australia. From there, he would often call Rudner and ask her to come down and do a show. ”And I`d be, `No, I don`t want to leave my boyfriend and, after all, it`s Australia,` ” she says. ”Then one day he called and asked me. And I thought, `You know, that`s a good distance to be away.` I had broken up with my boyfriend.”

In Australia she found a new boyfriend. Rudner and Bergman married in 1988 and now they live in Los Angeles. ”It took us a while, but we now have a little business,” she says. Their first project was the screenplay, ”Peter`s Friends,” which was produced recently in England. Along with Rudner, it also stars Kenneth Branagh and Emma Thompson, the British husband-and-wife team of ”Henry V” and ”Dead Again.” The film is scheduled for release in December.

Now Rudner and Bergman are working on a new screenplay.

”I can`t say much about it except that it`s a rewrite of a script and we`re doing it for Disney Studios,” she says.

Rudner says she is close to living her dream life now. ”It`s the best to work with my husband,” she says. ”We always had the same sense of humor. And I totally trust his judgment and he totally trusts mine. It`s our favorite thing. We go down to the office and write. And then we go have lunch. Then I go swimming and Martin takes a nap because he`s English, so he doesn`t exercise. It`s a nice lifestyle-for both of us.”