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Jennifer Lopez Surprises Husband with Glamorous Birthday Bash

09/16/2008 at 05:15 PM EDT

Jennifer Lopez Surprises Husband with Glamorous Birthday Bash
Marc Anthony and Jennifer Lopez
Ahmad Elatab/Splash News Online
On the same day that she completed her first triathlon in Malibu, Jennifer Lopez threw a sexy surprise 40th birthday party for her husband, Marc Anthony, in New York City.

Pulling off the big bash – and keeping it a secret – took a bit of sneaky maneuvering and required Lopez to use her honed acting skills, she tells PEOPLE.

In the weeks leading up to his 40th birthday, Anthony frequently asked his wife: "What are we gonna do for my birthday?" says Lopez, 39. But she played it cool. "I told him it was such a busy weekend, that I might not be able to do anything," she says with a laugh.

In fact, Lopez had managed to plan a 1940's Cuban nightclub themed party at the Bowery Hotel. Turning on her famous work ethic, the singer-actress biked, swam and ran to a fifth place finish in the celebrity women's category at the Nautica Malibu Triathlon on Sunday – then hopped a jet to New York for the party that night.

The ruse? Lopez told her husband that they were going to a dinner celebrating pal Katie Holmes's upcoming Broadway debut in All My Sons. And he didn't suspect a thing. "I can't believe we pulled it off," Lopez marvels. "He was so blown away."

The party featured stripper Dita Von Teese, a salsa orchestra, mojitos and showgirls in feather headdresses, just like at Havana's famous Tropicana nightclub. Party planner Liberty Woodman, who coordinated the event with Lopez, says, "She wanted a sexy vibe with the casino and showgirls."

The couple's friends and family danced the night away, including Brooke Shields and husband Chris Henchy. Says Shields with a laugh: "Jennifer is amazing. I did a triathlon once in college but for me a triathlon is now eating, drinking and sleeping." Adds pal Leah Remini, "The party is over the top. It's pure Jennifer."

After a night of gambling, dancing and singing (Lopez dedicated a sultry version of "My Man" to the birthday boy) the couple and their 6-month-old twins, Max and Emme, took off for a vacation to the coast of Italy and Greece.

From the yacht, Lopez raved about her little ones: "They are crawling and teething," she says. "Emme is always very calm and quiet. Max is kinda very boy. He's brawny and tough. He likes to scream and yell sometimes, and she's kinda looking at him [like], 'Hey, why are you screaming.' "

For more details on the party – and exclusive photos! – pick up PEOPLE, on newsstands Friday

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