A cold night and the story of a broken-hearted woman turned cold with revenge.

Guests at the American Film Institute's showing of "Les Dames du Bois de Boulogne" shivered out of the theater last night into their minks and limousines downtown to Shezan restaurant to be warmed by saffron-flavored chicken and lamb with fresh spinach and other Indian delicacies. The AFI kicked off a French film festival, organized by the Museum of Modern Art, with the Robert Bresson film classic, and then Shezan hosted a buffet dinner for 250 guests. Among them: French Ambassador Franc,ois and Mrs. de Laboulaye, a sprinkling of State Department folks, including the new deputy secretary-designate Walter J. Stoessel Jr.; Supreme Court Justice Sandra Day O'Connor; Joan Clark, the wife of the new national security adviser, William P. Clark, and AFI film club members. The guest list was the work of Ina Ginsburg and Nancy Thurmond, wife of Sen. Strom Thurmond (R-S.C). "She called some of her friends," said Ginsburg, "and I called some of mine."

The formally clad group -- with most of the women in black -- arrived at the restaurant seeking drinks and conversation to warm them.

When asked, they talked about the film. Said Joan Clark: "Nothing like a woman scorned."

"It was fun to see a film from the '30s," said O'Connor.

" '45," AFI director Jean Firstenberg reminded her.

"Was it?" asked O'Connor. "It was an old-fashioned kind of movie."

Ambassador de Laboulaye had never seen it before. "No, no," he said rubbing his hands for warmth. "I don't go to the film. I thought it was interesting to see. It's an epoch."

There was a momentary absence of food that left a few guests waiting as the kitchen replenished the table. "There's a lot of spinach there," said Stoessel. He pointed out that he still has to be confirmed by the senate. " Sen. Joe Biden D-Del. will probably think up the name of some premier I've never heard of," said Stoessel with a grin, harking back to William Clark's embarrassing moment in a Senate confirmation hearing for the same job last year. "The first thing Bill Clark said to me was 'Study up on Zimbabwe.' "