EVEN IF HE DID LOOSE TO STEPHEN KING ON Celebrity Jeopardy! last year, David Duchovny remains one smart cookie. How many TV hunks do you know who went to Princeton, then grad school at Yale, and started a doctoral thesis titled Magic and Technology in Contemporary American Fiction and Poetry?

The 35-year old Duchovny grew up middle-class and "half-Jewish,half-Scotish" on Manhattan's Lower East Side. His father -who wrote such books as David Ben-Gurion in His Own words and The Wisdom of Spiro T. Agnew- and his mother, a schoolteacher, divorced when he was 11. David earned a scholarship to Collegiate, an elite day school where his fellow students included John F. Kennedy Jr. Just shy of earning his doctorate, Duchovny, who'd taken to hanging around the Yale Drama School, decided to switch paths and act. Many of us first spotted him as the transvestite FBI agent Dennis/Dennise Bryson on Twin Peaks. He's also been seen in films including Beethoven, The Rapture, Chaplin and Kalifornia. His Dating resume, meanwhile includes Maggie Wheeler (Chandler's whiny ex-girlfriend Janice on Friends) and Perry Reeves (Mulder's vampire love thang in the "3" episode of The X-Files); more recently he's been spotted with Kristin Davis (Brooke on Melrose Place).

During our interview, Duchovny appears to be more of a witty and quirky wise-ass than intense brooder like Mulder. He's also apparently more of a team player than the maverick Mulder -he's even contributed story ideas to The X-Files.

Oh, yes he's smart. Maybe too smart. As I'm leaving his trailer dressing room after questioning him, Duchovny turns to me and in that famously charming monotone says "It's really nice to have someone intelligent to talk to." A bit latter he adds, " I wasn't referring to you. I just meant that as a general rule it's really nice to have someone intelligent to talk to." Such displays of alienating humor make me hope someday he will use his erudition to pen a memoir. I Am Not Fox, perhaps?

Tell me about your first acting role.

In 5th grade I was one of the Three Magicians at Grace Church. I stopped after that like, "Don't send me these other parts. I brought frankincense to the Lord, and now you want me to be a spear carrier?"

So when did the acting bug bite?
I was being around Yale. And my friend Jason Beghe had become an actor. I was like, you can actually do that?

Deconstruct the success of The X-Files?
X-Files is like any popular show -you don't deconstruct it. It works because people say it works. But I think people want answers. This show offers a kind of Oliver Stone world where there are bad guys they're the reason we're all unhappy. If only we can find these bad, white, middle aged men who killed Kennedy, stole and hid the UFOs, then killed my father and Gillian's sister, everything would be cool. It's a nice fiction. An intelligent response.

So how come Stephen King kicked your ass on "Jeopardy"?
It haunts me. Actually I kicked my own ass. The good thing is that Stephen's one of the only people who understand how annoying it is for people to say "This is just like an X-File, David huh?" because he always gets "This is just like one of your books Stephen, huh?"

Did you enjoy cross-dressing on "Twin Peaks"?
It was nerve -racking, Twin Peaks was such a big show, and nobody knew who I was. I didn't do research. I let instinct take over.

Did you get positive reaction from the cross-dressing community?
No, but in my heart, when I think of Mrs Doubtfire and To Wong Foo and the cross-dressing craze, I feel I was an underappreciated pioneerette.

How was doing "Red Shoe Diaries"?
The pilot was a great experience that taught me a lot about acting.

And your ongoing stint as the narrator?
That's good paycheck.

Did you think The X-Files would make it?
I didn't think so. A show about extraterrestrials -no matter how well made- how many can you do? I didn't see the show opening up to about anything that's unexplained, which is limitless.

When did you realize the show was connecting?
People would come up to me and preface their comments with "I don't watch TV, but..." We're not the kind of show you watch just because you're sitting in front of a TV. We're must-see TV.

Where you aware of Fox's reluctance to casting Gillian?
That's overblown. You look at Gillian, and she's a beautiful woman. And how often do you see Scully in a bathing suit? Gillian's not 6 feet tall and doesn't have what's-her-face's tits, but she's got as nice face as any of them. Maybe they thought she's not tall enough or not Pamela Sue Anderson [sic] enough.

What's the secret for the heat between Mulder and Scully?
We have a kind of furtive understanding that it's me and her against the world. That's kind of sexy regardless of whether or not you wanna fuck them all the time.

Do you play it like Fox has impure thoughts about Scully?
No, what I tend to play it is that I always want to check with her. Whenever I hear something interesting, I'll look at her. That's sexy to people. I don't play it like Fox wants to fuck her. But there's some tension between us whenever there's another woman around.

Apart from the rare vampire fling and his porno collection, Fox is pretty asexual.
He's not asexual. Sex is not high on his list of priorities. It's weird because most of the time women don't register with this guy, then there'll be an episode where he's led around by his dick.

How many times has Fox gotten laid?
Once. The one time with the vampire.

Were you uncomfortable with his having a porno habit?
A little queasy at first, but it did make sense. Mulder never gets any, and it's hard for him to make connections. I guess it's also to tell people I am interested in women -at least in abusing them. Oh, he's not gay -he loves to abuse women!

I've heard you're sick of answering whether you believe in this paranormal stuff.
I'm not the character that I play. And if I did believe, I wouldn't want to discuss it with every stranger. We want to believe there's something more intelligent than us, something kinder, something that will help us in the end. But I've never understood exactly why these shadowy figures would want to hide this information. It's like JFK. I can't even keep a secret with my best friend. We can't even get a health-care plan, but they can hide extraterrestrials.

Do you feel responsible for adding to our cultural paranoia?
No. We didn't create this -we tapped on it, and we've come to symbolize it. I did a course at Yale and there was a thing about advertising and the fact that the armpit didn't even exist as a body part until deodorant companies decided it was a problem. Sometimes I feel that's what we've done. We verbalized a problem people didn't know existed. But there was always an armpit.

Do you see "The X-Files" as a spiritual show?
Yeah. We could do a lot religious shows because at the heart of the Jesus story - with all the faith healing and miracle working- the dude was into some paranormal shit. That's your Lenninish "We're bigger than Jesus" line. When I said "bigger than Jesus" I just meant more muscular.

Would you watch "The X-Files" if you weren't on it?
Hard to say. It's like saying, "Would you love me if I killed your rabbit?" I actually had this discussion with an old girlfriend. She had a rabbit with cancer, and it smelled terrible. I asked her if it'd be OK if I killed her rabbit, and she had the greatest line. She said, "No because it wouldn't be you."

Despite being the right generation -X, oddly enough- Mulder and Scully are anything but slackers.
I guess our work running around chasing aliens in the wood is so much fun. Whenever I talk to an FBI agent, I ask if we're doing it kinda realistically. They'll say "Not enough paperwork, man. "

So you run into G-men a lot?
No, but there was one in the audience of Jeopardy! I asked him what I can do better. He said "Don't ever reach for you ID with your gun hand". That's very smart.

What's the FBI's attitude towards the show now?
They like it because we're courteous and we don't use racial epithets and don't bust people's doors. Plus, like J. Edgar Hoover, you've got a background in cross-dressing. I had a line, I wanted to use in the first season : "This dates back to the first X-File, back to our illustrious cross-dressing founder" They took cross-dressing out.

Was there anything called an X-File?
Maybe a Malcolm X file?

Do you go online to get feedback?
No, I'm self conscious enough with 10 million people looking at you every week. I don't need to go on the Internet to get confirmation that I suck.

What are Fox's politics?
I think Fox is an anarchist. His passion comes out of a sense of justice -more a symbolic sense of right and wrong, not so much right or left.

Will there be an "X-Files" endorsement of a presidential candidate?
I don't know. However there will be no X-Files endorsement of Diet Coke.

What do you think when you see all the "X-Files" merchandise?
I think, "Here's another thing I don't get money from"

Unlike your colleagues, you haven't appeared at any of the "X-Files" conventions.
I have my convention virginity intact. It's nice to do a good show, but I want to be able to move on. Doing conventions is a way of not moving on. I meet people who like the show all the time, and I shake hands. I don't need to get paid 15000$ to go to some convention. In 20 years I might.

What about the rumored film version of "The X-Files"?
I think they want to do it the next hiatus. At this point I'd rather play other roles, but I wouldn't want anyone else to do this role.

I've heard you and Gillian don't socialize much.
No, we never do. We spend enough time together.

What did you think of posing in bed together?
I thought the photos were great. And I thought that Chris Carter grooms his chest hair.[As we wrap up, Duchovny realizes that we are mysteriously locked in his trailer. Heroically jumping to action, he calls the production office for help on his walkie-talkie]

Boy getting stuck in here is sure just like an X-File, huh? If there was no resolution -if it ended up maybe we're in here, maybe we're not- that would have been like an X-File. The difference between Mulder and David would have to be that Mulder can escape from a burning boxcar buried in sand in the middle of a desert and David can't even get out of his new Airstream trailer.