07/24/2007 at 05:50 PM EDT
Gretchen Mol should be the new face of the "I Love New York" campaign.
"I wanted to have a New York baby," the pregnant actress, attributing her glow at the premiere of her new movie The Ten
to being back in the big city, tells PEOPLE of her recent move.
"I've just been walking everywhere," says the star of 2005's The Notorious Betty Page
. "I'm really happy to be back in the city, so I feel like that's been helping my mood and everything."
For her red carpet turn, Mol, 34, was accompanied by her husband, director Tod Williams, 38.
Mol will continue to walk in style even after the baby is born: She tells PEOPLE her favorite baby gift so far is the Bugaboo stroller from her parents.
But with only seven weeks left until her due date, she admitted they still haven't picked out a name for this, their first child. "We won't know until he comes," she says.
– a comedy of 10 biblical-based vignettes including one where Mol plays a virgin librarian deflowered by Christ himself – is set for limited release Aug. 3 and stars Famke Janssen, Winona Ryder, Paul Rudd, Jessica Alba
, Adam Brody and Liev Schreiber.
Reporting by JEFFREY SLONIM and AIXA VELEZ