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Pregnant Holly Madison Plans to Name Her Baby Something “Very Unusual”

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Holly Madison attends the Ubisoft presents the launch of "Just Dance 4" held at Lexington Social House on October 2, 2012 in Hollywood, California.

Holly Madison confirmed her pregnancy exclusively in Us Weekly in September, and while the expectant star knows the gender of her unborn baby, that's one thing she intends to keep under wraps.

"We're not telling anybody yet, but we found out and I'm really excited!" Madison, 33, told Us at Tuesday's Just Dance 4 launch party in Hollywood. "I'm really excited about decorating the nursery, so we've already started buying some things there."

Related: PHOTOS: Holly in her sexy Girls Next Door days

The first-time mom-to-be and her boyfriend, Electric Daisy Carnival founder, Pasquale Rotella, have also begun the arduous task of narrowing down names for their child. One thing's for sure, Madison confirms: Their tot's moniker will be far from commonplace. "I don't what to say what the names are, but I will say that they're very unusual," hints the pregnant star, adding that her preferred choices mirror that of Gwyneth Paltrow. "Kind of Apple-ish, along those lines."

"I don't like common names at all. If I've heard it before on somebody more than one time than it's out!" she continues.

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As her pregnancy progresses, Madison will be forced to step down from her lead role in the Las Vegas revue Peepshow later this month. Coco Austin is set to take over her part. In the meantime, however, she's staying in shape thanks to her demanding nightly role.

"There's a lot of dancing on the show [to keep me fit]. Also, I've been getting pregnancy yoga and pregnancy Pilates DVDs for my house and have been trying to work out every day and be healthy," explains Madison, who admits her only pregnancy craving thus far has been blueberries.

Related: PHOTOS: A-list pregnancies

"I've [always] hated cardio and the only things I ever liked at all were yoga and Pilates, so now I get the yoga videos in and they're super mellow. To a workout freak they'd probably be like, 'this is so stupid, this isn't even a workout,' but I'm loving it!" says Madison of her pregnancy workout routine. "It's right at my pace."

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