It was one of those dismal Saturdays in early March, gray with a dampness that cuts. There would be no baseball today; and, this being the early '40s, no television, either. The plan was to pack my twelve-year- old sister and me, seven, off to a matinee at the Circle Theater in downtown Indianapolis. We were young but we knew the way.

In those days, before the ratings, our mother sometimes didn't even bother to check the paper; most films were deemed suitable for children. But she did remark, as she gave us popcorn money and bus fare, that she thought there'd be a stage show that day -- maybe one of the big bands. Oh boy! We knew all the bands and all their hits.

Bundled into wool overcoats, galoshes, hats and mittens and kissed goodbye, and steamed by an hour on the bus, we arrived at the Circle at the heart of town to discover that it was a movie, not a band. But which movie I simply can't remember. The stage shows from that era -- Ted Lewis singing "Me and My Shadow" or (later) Desi Arnaz belting out "Babalu" -- are on instant replay in my mind, but the movies all blur together.

We bought our usual bag of popcorn and Milk Duds -- entr,ee and dessert. I remember precisely where we sat: the fifth row just right of the right aisle. First came the Movietone News of The Week. Then I think there was a Pete Smith Special, a short in which Mr. Smith, a man with a voice like screeching brakes, would attempt to repair something around the house and end up victimized by the gadget. And finally the long- forgotten feature film, which my sister now claims was "Tarzan."

We were just about to leave when we noticed musicians heading for the orchestra pit. Maybe we were going to see a stage show after all. The band warmed up for a few minutes, and then as they swung into their first number, the curtains parted. There was a bed at one side -- a double bed -- and on the other a fancy French chair and table. "How nice, we're going to see a little play," I thought.

Then a beautiful lady with black hair entered from the wings, wearing an evening gown and a fur jacket. She looked lovely, as though she had just come from the ballet or opera. I sat forward in my seat. She set her evening bag on the table, then removed her gloves.

During all of this, the band was playing a vamp. Then she slipped out of her fur coat and tossed it on the bed. She was kind of prancing around the stage as she did these things and really smiling as though she loved taking off her coat and gloves.

Now the band launched into a big, loud jazzy number, and she really started to dance. On the big drum beats, she would throw her hips out to the side. My sister and I looked at each other. This was a funny way to start a play. She did this wiggling dance all around the stage, until I began to wonder if she'd forgotten her lines.

Then she slowly unzipped her tight gown and let it slide to the floor. We were stunned. Why did she do that? Was she crazy? She was now wearing a bra, panties and stockings (with seams) held up by a garter belt. She didn't seem embarrassed at all. In fact, she kept up a little dance through all of this.

As the music softened, she slunk upstage, sat on the fancy chair and unfastened her garters. Leaning way back in the chair, she raised one leg high in the air and delicately removed her stocking. Then the other leg went high in the air. When she stood up, we gasped -- she wasn't wearing panties at all, but something much smaller.

By this time we were clutching each other.

She strode back down to the footlights.

She stopped, both arms above her head. Nothing but a snare drum was heard. As she turned slowly upstage, other drums took over, louder and louder. She flashed a dazzling smile over her right shoulder. Then, almost quicker than two twerps could see, she took off her bra, turned to face the audience, and the lights went out.

Cheers and whistles came from the audience. We were transfixed. When the lights came up, we both babbled at once: "Did you think you saw what I thought I saw?" "I think so." "Golly!"

We decided in conference that:

(1) Yes, the lady had removed almost all her clothing.

(2) Yes, the audience had cheered.

(3) Yes, it must have been planned that way.

Welll! Maybe we'd better stay and see it again just to make sure.

We looked at the billboard in the lobby. There, in smaller print, under the movie title, it said "also featuring Ann Corio in 'How to Undress with Finesse.' " We sat through the entire show a second time and, gee whiz, that lady did the same thing again.

That raw Saturday afternoon in Indianapolis, two little girls boarded the bus much later than they should have -- two little girls who would never be quite the same. Innocent eyes had seen the temptress and innocent ears had heard the devil's drumroll. We were silent all the way home.

We were lucky: When we got home our mother was visiting a neighbor and didn't notice how late we were. By the time we sat down to dinner, our shock had turned to titters. Finally, when our giggling had disrupted dinner long enough, we were asked to explain. We described the afternoon's vignette, and when we reached the climax, Mother shrieked and ran for the newspaper. From then on, the movie listings were read much more carefully.

Looking back, I realize that there was one positive result of that exotic experience: We learned the meaning of the word "finesse." My dictionary defines it as "delicate skill," and, as I remember, Miss Corio had it. She definitely had it.