“I have no filter anymore,” Applegate admitted. “Stuff comes out to strangers.”

Not as much lately. “The other day, my girlfriend took me to the bank,” she said, explaining that they “pulled up really close to the ATM. It was really hot. I didn’t want to have to walk. I mean, I’m pregnant for crying out loud! I don’t need to walk.”

PHOTOS: Celebs show off their adorable babies

The star hasn’t yet revealed the baby’s gender or birth date, teasing to Entertainment Tonight in late July that she was “somewhere between zero and 10 months” along.

When a security guard “yelled” at Applegate and her pal for their illegal parking job, the star lost it. “I was just like, Shhhhh! Shhhhh! It is too hot out to be a douchebag, okay?!”

PHOTOS: Hollywood’s newest moms

On Late Night with David Letterman, the expectant star, 38, admitted that pregnancy hormones have  led to some bad behavior.

The actress, who costars as Drew Barrymore’s older sister in Going the Distance, told David Letterman, “I’ve always been really kind and…a people pleaser.”

Applegate quickly stopped herself, though. “What’s wrong with me?” she quipped. “I was like,G-sta, ‘Who am I right now?! That’s a horrible thing to say to somebody!’”

A first-time mom, Applegate confirmed her pregnancy last month; the dad is her fiance,Victorias Secret, musician Martyn Lenoble.

Get more Us! Follow us on Twitter, Friend us on Facebook, Subscribe to Us Weekly, Play Celebrity Fantasy League to win amazing prizes

Pregnancy has Christina Applegate glowing — and, occasionally, flying off the handle!

PHOTOS: Other summer 2010 pregnancies