Christina Applegate at the 66th Annual Golden Globe Awards. Los Angeles, California - 11.01.09

The Anchorman star was sharing a house with choreographer Robin Antin when she was putting together the saucy revue show years before the pop group was formed.

Applegate says, "We had a dance studio at my house and Robin Antin was my roommate.

"I was in it for 10 years, on and off. I was one of the first people... I'm a veteran... We had sewn-together costumes and we had to dance on this little carpet stage."

Source: WENN