Rebecca Romjin and Jerry O' Connell
07/20/2008 AT 10:00 AM EDT
and Jerry O'Connell, who celebrated their first wedding anniversary
July 14, are not expecting a baby – yet!
"We're trying to get pregnant," the actor told PEOPLE Saturday at the Playboy Mansion, where he stepped out for Much Love Animal Rescue's 2nd annual Bow Wow Wow event in Los Angeles. "It would be amazing if it happened. I hope it does."
O'Connell, who says trying to get pregnant is "a lot of fun," brought along the couple's dogs Taco and Better who he called "our babies."
"It's just such a great feeling you get when you rescue an animal," he said. "They’re eternally grateful and they really trust you and they're just the best.”
Besides, he said, "Pets are training for kids."
Though the couple spent their first wedding anniversary apart – she was in New York and he was in L.A. – O'Connell says their time apart may actually help their relationship.
"Being apart, you want to make the most of your time together," he says. "And we really have a lot of fun together."