01/13/2009 at 10:00 AM EST
She encounters her share of predators on Mad Men
, but now January Jones is preparing to go swimming with sharks for real.
The actress, who works with the charity Oceana
, which protects and restore the world's oceans, is heading to the Bahamas, where she will participate in a Feb. 1 shark dive in Bimini to help save the sharks.
"I'm going to swim with sharks and do cage diving with Great Whites," says Jones, 31. "We have a huge problem that can ruin the whole ecosystem. We need to save the sharks."
Jones and her Mad Men
costars narrowly escaped the jaws of defeat at Sunday night's Golden Globes, when the show won for best drama even though she and Jon Hamm lost in their acting categories.
"After Jon and I both lost, we thought it would go in a very bad direction," Jones told PEOPLE at a Globes party thrown by AMC and Chivas. "We just thought, let's just have some champagne and prepare ourselves for not winning."
Despite Mad Men
's big win, Jones still has fond memories of dressing down for last year's Globes, where the winner's names were announced at a live press conference
after the ceremony was cancelled due to the writer's strike. "It was almost more fun last year, when we watched it in sweats at the Chateau Marmont."
Then again, last year Jones didn't have The Wrestler
winner Mickey Rourke acting as her personal bodyguard like he did on Globes night. "Someone made fun of my name," says Jones, "and Mickey Rourke said he was going to hurt them!"
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