I've now learned that the most stressful day of filming a TV series is the first day of a new episode. You haven't quite banked the one you just wrapped and are wondering, "Did I do that right?" "Could I have done that better?" You're not familiar enough with the new script to feel confident and absorbed in it yet, and you've heard enough murmurings about the next one to be absolutely terrified. So on the first day of a new episode you've got three scripts in your head, which in my case also means an average of five or six accents.

I opened the script for "The Two-Horse Job" with trepidation. I knew that I was going to have to attempt many accents when playing this part, and I was OK with most of the European and Australian accents; though I'm British, I was born and raised in New Zealand. It was the American accents that scared me. Playing American to Americans is frightening!

My character in "The Two-Horse Job" is Kitty Lovery, a Southern Belle with a Southern drawl. She was called Kitty Lovely in the first draft, but a real Kitty Lovely exists. Every name in a TV show has to be run by the legal department first. I'd had advanced warning about Kitty and had been sneaking in some dialect lessons in my spare time, so imagine my surprise when I got to page 14 of the script only to read a number of scenes where Sophie as Kitty converses with a Chinese family in fluent Mandarin! I went running to [exec producers] John [Rogers] and Dean [Devlin] exclaiming, "I cant do it, I can't do it!" — to which they said, "It's OK, you don't have to. We'll change it."

Thus started a routine that we'd play out over several episodes. I'd go to them convinced that I couldn't pull something off and then want to reward them for being so understanding. I'd practice and practice until my head was spinning, trying as hard as I could to perfect whatever it was I'd been asked to do.

We're filming at Santa Anita racetrack and a beautiful horse farm in L.A., doubling as Kentucky. Do they have palm trees in Kentucky? I have my first session with our pickpocket specialist/consultant, Apollo Robbins. Apollo has an amazing act which he performs in Vegas. He can pickpocket anything off anyone and became famous after pickpocketing an itinerary and the keys to the motorcade from former President Carter's Secret Service men. He is teaching Beth [Riesgraf, aka Parker] and I how to do a "lift" and a "drop" for this episode. It's pretty intoxicating watching his fingers move so seamlessly through coats and wallets. Unfortunately, even if you get really good at these skills, you often have to slow them down for camera. On the pilot episode, I had to do an envelope switch behind the back of a chair. The first time we shot it, my movements were so swift that the camera didn't pick it up and I had to slow it down in subsequent takes.

My mother always said I should have a back-up profession if the acting doesn't work out. Vegas, here I come!