07/23/2007 at 03:00 PM EDT
Brigitte Nielsen made a post-rehab appearance Sunday at a roast for former flame Flavor Flav – the first time she's been sober on a show in three years, she tells PEOPLE.
"I'm feeling good," Nielsen says. "I feel like a new-born person. I just came out of rehab. I made a choice about a new life. It's not been easy but it was definitely time."
Nielsen was among those skewering Flav at the taped Comedy Central roast at Warner Bros. studios in Burbank, which is scheduled to air Aug. 12.
Nielsen says she was nervous about the show, but told the audience during the taping: "I'm very happy to be out of rehab!"
Although the news of Nielsen's rehab stint was first revealed last week, the actress had already been in treatment for a few weeks, TMZ.com
Nielsen says she decided to enter rehab for alcohol abuse after something "within" told her "enough is enough."
"It has to do with your family. It has to do with business. It was to do with your friends, who are honest with you," she says. "So you know maybe it's time to change – and that's exactly what I did. I cannot thank God more."
She says she's "almost 20 days" sober and hopes to stay that way.
Up next, she plans to work on getting her body back in shape. "I'm going to start hitting the gym," says Nielsen. "They say it's one step at a time."