Rory Kennedy

When I graduated from Brown after majoring in women's studies, I made my first PBS documentary, 'Women of Substance.' My first feature documentary was called 'American Hollow,' which I did for HBO and was at the Sundance Film Festival.

I've always been interested in Vietnam, feel it's a seminal event in our nation's history, and have explored it over the years - but I hadn't been interested in doing a documentary about it. I felt there had been a lot done about Vietnam, and didn't know if I could add anything new to the discussion.

I've been doing documentaries for about 25 years and want to continue to do that, but I love the idea of working in a different medium. Advertising pushes the envelope creatively, and there is some really great work being done right now, so I'm excited to jump into it.

I haven't modelled since I was 12 - that was a one-time thing, and I did it as a kid to make a little money to save up for university. Acting is my first love as well as writing and eventually producing and directing.

Frankly, as much as I love to improvise, it hasn't been difficult to stick to the script on 'Mad Men.' The writing is so precise, and the story so carefully crafted, that I don't think there's room - or need - for ad libbing. I could never come up with dialogue as lovely as these writers do, anyway.