Jaime Pressly is pregnant!

My Name Is Earl star Jaime Pressly and her deejay fiancé, Eric Cubiche, are expecting a baby, she announced during a taping of The Tonight Show with Jay Leno on Wednesday.

The four-months-pregnant actress told Leno that after her doctor showed her an ultrasound, she found out she's having a boy. "She asked me what I thought I was having and I said a boy," Pressly said. "She looked at the picture and said, 'If that's not a boy that's a third leg.' Of course, Eric says its because he's Cuban."

Pressly already has a name picked out for her son – Dezi James. Pressly and Cubiche have a running joke where he does a Desi Arnaz impression and calls her "Luuucy" when he comes home at night like on I Love Lucy, the actress tells PEOPLE. James is after her father's name (as well as hers).

Last month, Pressly got engaged to Cubiche – but denied at the time that she was pregnant. Media reports first started swirling that she'd revealed her pregnancy to family and friends at a barbecue. "No, you can get rid of that rumor," she said when asked by PEOPLE if stories about her expecting were true.

In the midst of speculations, her My Name is Earl costar Jason Lee told E!, “She’s gonna be a good wife, she’s gonna be a great mom.” Pressly admitted to Leno that she'd told Lee about the pregnancy and he'd inadvertantly revealed the information at a red-carpet event.

"I was only a month pregnant so I lied, which is a woman's right," she said.

Pressly told PEOPLE last March that getting married before having kids wasn't a prerequisite. "I do want to be a princess for a day," she said, "but it's not necessary to do that before you have kids. A lot of women do it later."

And she and Cubiche aren't in a rush to tie the knot. "It takes a lot of work and planning," she told Leno.

The couple have been dating for the past year and a half.