Updated

This is a rush transcript from "On the Record," April 19, 2010. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Ready for a switch up from health care, nuclear weapons, and crippling volcanic clouds? We do have a very special treat for you tonight. Actress Jenna Elfman is here to go "On the Record" about her show "Accidentally on Purpose."

In the show Elfman plays a single woman who becomes pregnant after a one night stand. The two part season finale wraps up this Wednesday night at 8:30 p.m. eastern on CBS.

Jenna Elfman joins us live from Los Angeles. Jenna, it's nice to see you, welcome back to the show. And most of all, I'm delighted that your show isn't opposite us at 10:00 p.m. eastern. This Wednesday is the season finale. Are you excited about this or is it sad to see the show close for the season?

JENNA ELFMAN, ACTRESS: Well, I'm very excited because it is a great episode. It has been a great season. And I'm very happy for people -- I'm excited for people to see the episode because I just think it is hilarious.

And the more people watch, the better our chances are at getting a second season, which I really hope we get, because I really enjoy doing the show.

VAN SUSTEREN: It is fascinating, because you play a pregnant woman, and you were pregnant. And of course, it's always fun to look back at people that you have admired. I know you have admired Lucille Ball, and she was probably the first to be pregnant doing a television series?

ELFMAN: As far as I know, she was. She was the first in a lot of things. I'm -- many people have gone before me with these TV births. I don't think any television births have yet involved rap music, which our TV birth does involve. And so that's one of the reasons it is very funny.

VAN SUSTEREN: Can you pick up the script and know it's funny?

ELFMAN: Pretty much, yes. I can get a sense. Once you're in the throes of the season and you've got a handle on the character that you are playing, which is its own evolution, the writers and actors, you go through an evolution when it is the first season.

Once everything clicks and you know where that character is at, I can look at the material and go, OK, I think this is -- that's really funny, that's is going to work, or, oh, I think we are going to need a tweak on that. Especially on "Dharma and Greg" several seasons in you can look pretty fast and know.

But sometimes it catches you off guard. Sometimes as an actor it takes a second and then you are like, wow, I didn't that was going to be funny, but look, with the director getting involved and helping you physically and blocking the scene and putting the actors where they need go, all of a sudden something may become a lot funnier than you thought it was going to be. That's always a nice surprise, too.

VAN SUSTEREN: How about the other actors, can you be funny if they aren't?

ELFMAN: Having great comedic actors around to you play a scene is a tremendous help.

Someone used the analogy once that doing comedy with someone who can't do comedy is like hitting a tennis ball into a curtain. And that's very true.

We don't have that on our show, thank god. It is a total pleasure. Every scene, I get carried away in the scenes because I'm so entertained by my costars. Everyone is so individually talented and able with comedy that it makes it a real pleasure.

VAN SUSTEREN: In terms of shooting these episodes, does it take one week, two week, how long does it take?

ELFMAN: For our show, it is filmed in front of a live audience. We go Monday through Friday. We read the script around the table with the executives and writers Monday. The cameras come in Thursday and we rehearse with the cameras so they get to know where the actors are in the scene and everything.

And we sometimes pre-shoot some scenes that would be too difficult to shoot in front of an audience. And then on Friday nights we have a live show with the audience, which is my most fun day of the week because I love performing live. You get that instant reaction from the audience. It is like doing live theater.

And then when the show airs several weeks later, you have a whole other audience, which is America. And so it is really great. You sort of have two performances that have two different experiences to them.

VAN SUSTEREN: I can't even imagine what your life is like. It's so dramatically different than what it is in the news business. Actually yours looks quite fun, but you make it look easy. So I guess that's why it looks so fun.

ELFMAN: You make it look pretty easy to too, Greta. I think when people know what they are doing you can make it look easy. But I think everyone who is good at what they do knows how much work goes into making it look easy.

VAN SUSTEREN: I will take that as mutual admiration. Let me remind the viewers, CBS this Wednesday, the finale, 8:30 p.m. eastern. And then flip back for "Hannity" and then our show at 10 p.m. eastern. Jenna, nice to see you.

ELFMAN: Thanks for having me, Greta.

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