'Mad Men' star, January Jones, covers 'Allure' June 2011. The 33-year-old-actress, who recently announced she is expecting her first child, opens up and talks to the magazine about breaking up with Jason Sudeikis, trying therapy and dieting, but also about the Shark Conservation Act and 'X-Men: First Class'.

January Jones glams up the June 2011 cover of 'Allure' magazine flaunting her tousled, chic blonde locks and a sexy smokey eye makeup. In the interview, the 'Mad Men' actress had a lot of interesting things to share such as her break up with Saturday Night Live comedian Jason Sudeikis, diets, having therapy in the past, but also about her character Betty Draper and having to handle Grace Kelly comparisons.

"It's hard to think I have to live up to that, because I'm not her, unless Grace Kelly drank beer," January told 'Allure'.

Speaking about dieting, January, who announced last month that she is expecting her first child without revealing the name of the father, admits her diet is not restrictive at all. "I have never dieted. I just listen to whatever my body craves. I don't deny myself anything. I don't crave sweets or unhealthy things very often. But when I do, like if I'm in a bad mood and I'm in traffic, I'll stop at McDonald's and get a strawberry shake and fries and not feel guilty at all, because I deserve it."

January's next project is a role in the summer blockbuster 'X-Men: First Class'. "I was coming off two dramatic movies and then another season of Mad Men, and I was ready to do something a little bit more fun," the actress admits.

With such a demanding job, the actress confesses it's hard for someone who is not in the industry being understanding. "I’m sorry, I need to go away for three months and kiss other men while you stay here," she says.

In fact, distance seems to be the main reason for her break up with Jason Sudeikis. "The long distance kind of petered us out," she says. "When you date someone else who's in the industry, someone has to make the sacrifices. And if no one's willing to, then you just have to be friends."

Traveling a lot might also be a good reason for therapy. "I was traveling so much, and I just needed to make sure I was grounded and had someone to talk to. She talked more than I did, which was hilarious and great and fun. I really like her. It was like having a girlfriend. But I’m not going to give her $300 an hour to have the same conversation I could have with my girlfriend," she told the magazine.

January Jones Covers Allure June 2011

January Jones Covers Allure June 2011

The 33-year-old actress, who plays Betty Draper in the TV drama 'Mad Men', wears a pair of suede Christian Louboutin heels and a satin Lanvin bodysuit in the 'Allure' pictorial, yet she admits she loves the '60s fashion style in the series.
"The most challenging part of the wardrobe is actually the period shoes. The long-line bra with the pointy tips and the girdle, and then the stockings on the garter belt—I really like the shape it gives me. It’s kind of sad when you take the girdle off at the end of the day," she says.

Jones joined Oceana's shark campaign fighting to protect sharks from the cruel practice of shark finning which is the practice of cutting off a shark’s fins and dumping the rest of the shark back in the water. Speaking about her advocacy for a congressional bill to outlaw shark finning, the actress told 'Allure' that, "I only had to sleep with 15 to 20 congressmen, took one for the team."

Besides, she also speaks about working with Senator John McCain on the Shark Conservation Act: "I kind of look like his wife there. When I first met him, he’s like, 'How do you sleep with that lobbyist?' I was like, s—, did I sleep with a lobbyist? And then I realized he was talking about [Mad Men]. Whew," January says.

January Jones Covers Allure June 2011

January Jones Covers Allure June 2011

Photos courtesy of Allure