Copyright 1994 News World Communications, Inc. The Washington Times January 6, 1994, Thursday, Final Edition SECTION: Part C; METROPOLITAN TIMES; ARTS & ENTERTAINMENT; CHANNEL SURFER; Pg. C14 LENGTH: 856 words HEADLINE: Skepticism all an act for ' X-Files' agent BYLINE: Buzz McCain; SPECIAL TO THE WASHINGTON TIMES BODY: Two TV scoops today, both from Gillian Anderson, star of Fox's "The X-Files. " First, she's never been to FBI headquarters - in fact, she's never been to Washington - which is disappointing because Miss Anderson plays an FBI agent who often appears in scenes set in the J. Edgar Hoover Building. Second - and this is going to break a lot of " X-Files" fans' hearts - the comely 25-year-old is married. She tied the knot New Year's Day with a guy she won't name after an engagement that lasted "shorter than a month but longer than a week," which is all we could get out of her. Miss Anderson plays Agent Dana Scully in the series (Friday nights at 9 on Fox), in which she and her partner, Fox Mulder (David Duchovny), attempt to solve federal cases that involve some aspect of the paranormal. Scully is the straight-laced, rational skeptic while Mulder is the true believer in psychics, UFOs, ghosts and other Twilight Zone inhabitants. In real life, Miss Anderson says, "I am one of the least straight-laced people you will ever meet. I'm a full-fledged believer. When I was in Hawaii, I was always looking at the sky, looking for them." She doesn't specify what "them" she was looking for, but she was in Hawaii to marry this guy - an art director for a certain creepy Fox TV show - on a golf course. A golf course? "We kept it very, very small," she says. "In fact, it was just the two of us and a Buddhist priest on the 17th hole of this golf course in Hawaii." Miss Anderson is thrilled that "The X-Files" has found a loyal audience, small as it may be. Most of the people who would be interested in a program of this nature are usually out having paranormal experiences of their own on Fridays at 9. "I know," Miss Anderson sighs. "Everyone I know who watches it says they tape it and watch it on Saturday mornings." She will see tomorrow's episode for the first time "after my husband tapes it and I get home from work at 3 in the morning." It's an atypical episode featuring Scully as the lead character. The bereaved agent is manipulated by a psychic and psychotic death-row slayer (the ultracreepy Brad Dourif). Although she's never been to Washington, she says she would be thrilled by an invitation to visit the Hoover Building. "I would love a tour of the bureau headquarters," she says. "That's my New Year's resolution, to tour the FBI building."