Anne Dudek is expecting her first child with artist husband Matthew Heller. Dudek, whose character Dr. Amber Volakis was killed off the medical drama, is nearly five months pregnant and the 33 year old showed off her bump for the first time at the premiere of season two of her new show Mad Men in Los Angeles on Monday.She told reporters, "I'm having a baby," and revealed her unborn baby will be making its acting debut in another show she has a part in - Big Love.Dudek continues, "The thing is I haven't been that pregnant while I've been working on House or Mad Men or Big Love. But Big Love we're going to be filming for a while and I'm starting to get a little bigger now."