After last week's episode of "American Horror Story," Chloe Sevigny left an indelible mark for viewers as Shelley, the latest unlucky victim of Dr. Arden (James Cromwell). The actress spoke to journalists in a conference call about what's next for her persecuted character (think "transformation" in the worst possible sense), another character who may be meeting a dark end, and why she doesn't think "American Horror Story" is a guilty pleasure.

Why do "American Horror Story"?

I guess it was having watched the first season and just being a fan of the show.  I just thought it was so rich, the production design and costumes and how much detail went into it and I just thought it was wildly entertaining.  I was hoping the second season would be as much so.  I didn’t get to read any scripts prior to signing on, so I was kind of going in on blind faith hoping that it would be what I wanted it to be and it’s proven so.  

Given that each season is a stand-alone, what do you think the pay-off is for watching this season all the way through?

I think with this season, he’s exploring different things from the first...  I think there’s a lot of really good … characters; how women are accused of being this, that, and the other thing.  I think it’s like they’re wildly represented in the season.  As a woman, as a female viewer I like that pitch.  

How did you like working with James Cromwell?

He was good.  I mean I was a huge fan of his.  I actually saw him in a café right before we started shooting and I went up to him introduced myself and he just [was] like, “I’m so looking forward to chopping off your legs.”  Yes, he was great.  I mean you know he was really into rehearsing the scenes before and really exploring it to its fullest, so that was kind of nice.  Sometimes people just go in and just hit their marks and he really wanted to work everything out before.  He was really … in that regard.  

How do you think Shelley is going to be feeling now that her legs have been hacked off? 

I think she’s pretty pissed off.  I think she feels pretty helpless and I think in the beginning you kind of like not so much rooting for her.  You think she’s this bad girl and then see her helping Evan’s character and … character trying to escape and you realize that she’s pretty selfless in that regard.  I think after she gets in the clutches of the evil doctor, I think you’re then kind of more rooting for her and hoping that she can escape or find a way out.  So I think the character goes through a lot.  The audience goes through a lot with the character.

Is that what’s next for her; trying to find a way out of this predicament, given the new disadvantage she has?

Oh, yes, and her disadvantage has only increased. She becomes more and more helpless.  It’s very tragic, actually.  

Do you think Shelley is really a nymphomaniac?

I don’t know if people truly are addicted to that.  There’s so much talk about it as of late.  I think that she was a little wild and her husband had it within his power to commit her and I think kind of once she’s in there, she kind of goes with it to come to who she is and how she identifies herself.  So I think that she probably yes really likes sex.  All the reaction, I don’t know if she’s quite a real nymphomaniac.  

How tough was it to perform without legs?

Well, the prosthetic pieces that they put on made it impossible to straighten my legs, so I had to keep my legs bent all day and I had to be wheeled around in a wheelchair and I was feeling quite helpless.  It was a strange feeling to have to need assistance to do lots of different things.  And that was probably the most challenging part, feeling kind of helpless in that way.  

Can you tell us about doing some of the more physical scenes on the show?

I mean it’s quite scary because James was so big and he was wielding this big kind of paperweight at me.  He was getting really close and it was pretty frightening actually doing that scene.  I was really exhausted at the end of that day, and it was quite scary while we were in it.  His arms are so long I was so afraid he was actually going to knock me out. And with Jessica, I guess we did a little bit more, yes, like she was like in the first scene in the first episode and her and I and she’s shaving my head and she has those old fashioned clippers on me and I had to remind her not to push too hard.  I guess that’s it.  I don’t know.  

Do you think of the show as a guilty pleasure?  

I mean I don’t think I would classify it as that.  I think that’s more like the Honey Boo Boo and that kind of crap or something.  But I’d be more embarrassed ....  I don’t even have a TV, so I don’t watch any of it, but no, I wouldn’t put American Horror Story in that category.  I think why would you even be embarrassed or why would it be something guilty?  It’s great television.  

What were the challenges in taking on a role like this?

I guess it’s just how far you can push it, you know, when you’re playing like a little bit of a crazy person, you want to know that someone is taking care of you and it’s not going to make you look really bad, you know.  So I remember going to the director and saying I know the tone of the show is a strange tone.  It’s big.  It’s campy, and it is what it is and I said I just want to make sure that I’m not going too far, so you don’t have to rein me in if I start overacting, because they do really want you to push it.  I don’t want to be caught …. 

This is disturbing stuff. How tough is it to shake off?

A stiff drink at the end of the day really helps.  

Is it really going to get worse for Shelley?

I guess it’s kind of under wraps, but yes, he transforms her into something else.  

How do you feel about where this season is going compared to last season?

I think it’s so different than last season.  I mean I don’t think it really compares with the ghost story and whatnot.  Has anybody died yet?

Possibly Leo and Teresa.

I don’t know how much I can say because they might be somewhere else.  They may be revealed later in the season as something else.  I’m not sure.  I don’t know what I can say, sorry.  

Can you give us even a little spoiler? What's next for Shelley?

Gosh, I don’t know.  Well, I don’t how much more dialog I have.  There’s lots of gurgling.  

Will we see “Shelley” in a different medium?  

A different medium, no, but you see her transformed into something, something not so pleasant to look at... it’s four hours of prosthetic makeup.  

What has the reaction been like so far to your role from your family and your fans?

Well, nobody in my family is watching.  I know my mom couldn’t watch it.  She’s too much of a scaredy cat, but my friends are all loving it.  Even last night I got like 100 texts saying like “oh my God, your legs!”  I do have like some friends come visit me on the set and stuff and I share photos that I secretly took them on my BlackBerry and everybody is really excited about it.  … it’s kind of a fun thing.    

Love scenes and sex scenes, are you uncomfortable with them?

Yes, I’m not comfortable doing them.  I don’t think anybody ever gets comfortable doing those kinds of scenes.  You know, it’s what the part called for and you just have to kind of stay grounded in it and think about her and why she’s there and what the circumstances are, why she’s … for her benefit or for the benefit of the others in the hospital to help them escape.  And you know you just try and ground things and think about the reasons for why they’re happening.  

Shelley was supposed to escape with Lana, Grace and Kit. Do you think they'll question what happened to her?

You would think that they would actually, but I don’t think they are, maybe the “Lana” character I think references are made around, but yes, I think they’re all concerned really more with themselves escaping and their own fate.  It’s pretty high drama for everybody, so they’re pretty stuck in their own storyline.  

So you don’t think anyone will be curious what happens to Shelley?  

I don’t know.  I mean I’d hope so.  I think you’ll see actually someone who does and you’ll be more surprised at who it is.  

Since you only know what's going to happen week to week, what was your reaction to finding out Shelley would have her legs cut off? 

Honestly, I wanted to have more to do.  I called my agent and I said I wish my part was bigger.  That’s honestly what happened.  That was my first response, but then I kind of let go of my ego and kind of accepted what was going to happen to me and try to find the joy in that and the mystery and the ….

You've always taken interesting roles, but how does this one compare?

Compared to them, I’ve never done anything like this before, so I don’t know if it really compares.  When you see what happens the next few weeks, it’s like it becomes a whole other thing.  It was pretty new for me and that’s what made it so exciting and fun to do.  I always want to try new things and …  pretty cool.  

What was it like working with Zach Quinto as an actor?  

I just think he’s so brilliant and he’s so handsome and charming to be around.  I wanted to have more—I don’t think we even had one scene together...  I remember just watching him and … I wish I could up there with him. But when you find out what happens with his character, I think you’ll be happy that I wasn’t near him.

Was it shocking or even fun playing a nymphomaniac?

Not so much the things I said, but some of the rubbing of the body in front of everybody else and all of that.  I found myself like during that scene where “Kit” is fighting in the first episode, like her being turned on by the violence.  Like oh my God I’m really like going for it with this part, so I guess I surprised myself in that sense, in that scene.  

Since Jessica Lange really cut your hair, how have you dealt with the new 'do?

Well, I've got to cut it since then.  It’s a bit asymmetrical, a bit uneven, but it was better than going in at 4 a.m. instead of six to have them put a piece on, so I just kind of learned to live with it.  I had the haircut actually when I was younger, like 20 or something, and it really worked.  Now that I’m older, I found it not to be working quite so much.

What did you think of the asylum set? Was it creepy?

It is very eerie.  They built it; it’s on the Paramount lot.  I think that’s where Ryan shoots all of his shows, so like yes, they have all these … around and stuff and art and lab and the room that I’m in in the … also just like that’s kind of what do they call those … I’m still recovering from Halloween.  But, yes it’s really creepy, especially when there was no … and everything and just the way they light, it’s very dark, so the way they light it and it’s kind of spooky, long shadows and all of that.

How hands on was Ryan Murphy?

He came to the set a bunch and like I think he is very much so like behind the scenes, every outfit, every hairdo, everything.  We always have to send photos to Ryan and make sure he approves, or if we want to change a line a little bit, it always had to go by him.  So yes, every decision kind of goes through him.  If we had trouble with a scene, he would come to the set and help us block it and figure out—always make it more interesting or make it work.  I don’t know how he does it, shooting three shows at the same time.  That guy has more energy than anyone I know, but yes, he was really present.  

So, is Dr. Arden going Frankenstein on Shelley?

Yes, yes, something like that, exactly.  

You can't say, but is he going to turn her into one of the creatures that run wild behind the asylum?

She might be going in that direction.