Young, broke and married less than a year, comedian Denis Leary and his wife, Ann, were strolling down Oxford Street in London when the unthinkable happened. Ann's water broke—more than three months before their baby's due date. In New York City, "a riotous crowd would have formed...and fights would have ensued about which hospital I should be taken to," Ann writes in her new memoir, An Innocent, a Broad. In England, passers-by averted their eyes—"to spare me embarrassment."

As her baby Jack struggled to survive after being born 12 weeks premature, Ann, now 41, learned plenty more about British starch—and her own strength. She reflects on those harrowing six months in 1990 in her first book, equal parts heartfelt and humorous. "It took me a long time to get to a place where it wasn't too emotional for me to tell the story," she says. "I didn't want to tell a heart-wrenching tale. I wanted to tell the funny tale I think I ended up telling."

As Jack, born at a mere 2 lbs. 6 oz., slowly gained strength in a London neonatal unit, Ann bunked in the nurses' dormitory and Denis hit the road for stand-up gigs to make ends meet. When he was away, "the only person I knew in this whole country was this tiny baby," says Ann, who coped with exhaustion, culture clashes and everyday absurdities. She fell asleep during a haircut, only to awake with a nightmarish do. She obsessed that fellow moms saw her as a "loser with a weird accent." She envied the svelte figure of one new mother—who turned out to be a heroin addict. "It was almost a comedy of errors," she says.

Denis, 46 (who next stars in the FX drama series Rescue Me), encouraged the full-time mom to write. "I'd overhear her telling stories about the experience," he says. One interested reader: Jack, now a healthy 14. "It's hard to believe," he says, "that I was once so small."