Aniston, 37, who showed Room 10, the short film she co-directed as part of Glamour magazine's "Reel Moments" series, said that contrary to rumor, she and Vaughn, 36, have not split (and are not engaged), audience member Rochelle Alfaro tells PEOPLE.
According to audience member Margaret Stent, Aniston also said that she hadn't gotten breast implants, as one tabloid recently reported, explaining that when she gains weight, it goes to her chest. Aniston rolled her eyes when asked about Vaughn, adds Stent.
But the actress made it clear that she and Vaughn are "still on," says Suzanne Hartigan, who traveled from Georgia to Chicago for the taping and adds that Aniston is "just as beautiful as she is in pictures."
But Aniston was really there to talk about Room 10, about a nurse who gains perspective on her marital problems while caring for a dying patient. Patty Zutt, 49, says the film sends the message that there are "good and bad times in relationships and sometimes you have to just stay in the room – that's all you can do during those hard times. It touched Jennifer, too."
Adds Margaret Stent, "(The film) said that relationships aren't luck, they're hard work, and I think that was really meaningful to people – Jen got a little teary-eyed when she was talking about it, too. It was personally meaningful to her."
The films in Glamour's "Reel Moments" series are based on true stories from readers. "It was very empowering for women – seeing that a real story can be made in film," says audience member and aspiring filmmaker Amy Ferguson.
On Tuesday before the taping, Winfrey and Aniston had dinner at the upscale French and Asian restaurant Japonais – which Aniston and Vaughn frequented while they were in Chicago filming The Break-Up in summer 2005. Their party of six chose to sit in a booth at the back of the main dining room rather than in a private area.
Both Winfrey and Aniston were very upbeat and friendly, sources tells PEOPLE, even though their fellow diners could not resist staring and trying to talk to them – at one point they were even joined by a group of Chicago Bears players.