When our nation mourned the loss of President John F. Kennedy in 1963, actress Gail O'Grady was but a babe. While the NYPD Blue alumna obviously has no personal recollection of the tragedy, she feels like she's lived through it, thanks to her role as housewife Helen Pryor on NBC's American Dreams.

For the drama's second episode — airing Sunday at 8 pm/ET — the cast strove to recreate the emotions Americans felt after learning of JFK's assassination in Dallas, Tex. "The set was sad that day," O'Grady tells TV Guide Online. "There was a feeling of what was going on because the producers played those tapes all day. As we did take after take and watched the news footage and everything, it was draining."

Still, O'Grady came prepared to deal with such weighty subject matter when she signed on to do Dreams. In fact, she was prepped to handle nearly every aspect of JFK's era. "When we started the show," she recalls, "our producer, Jonathan Prince, sent us a packet on [the year] 1963 — and it had everything from what was on Broadway to what people were eating to what was going on politically. [Dreams] is a very palatable history lesson. The show is such a fun show, hung against the incredible backdrop of the beginning of the 1960s."

Speaking of fun, O'Grady clearly loved the superficial advantages of traveling back in time: those bouffant 'dos and retro frocks! "Actors like playing dress up," she smiles, "so whenever you get to step into another period in time, and you get to really put on the hair and the wardrobe and everything, it is just a blast coming to work."