Holly Madison may no longer be the girl next door but she’s definitely adjusting to life in Sin City.

As the star of Peep Show, Hef’s former girlfriend tells RadarOnline.com exclusively that she’s happy in her new home. “It’s so much fun. Vegas has the feeling of a small town and it’s not spread out like LA,” she told RadarOnline.com. “We went canoeing with some of the cast last week. I love to explore and try new things.”

Madison’s been doing Peep Show for about two months. Before that, she pinch hit for Jewel on Dancing with the Stars after the singer was injured during rehearsals. Show producers are doing damage control this season—literally—changing the rules to limit rehearsals and hopefully the likelihood of injuries.

“I think it’s good,” Madison said of the new rules. “It’s been getting a little too intense. This last season I was on, the professional dancers told me, ‘it’s week 2 and it feels like week 6.’ The pressure was so high and everyone was getting injured. It’s just nuts, so I think it’s just nice to bring it down a notch and just focus more on the personalities. The whole show is supposed to be about having fun anyway, I mean who cares about the mirror ball trophy?”

Holly says she plans to reunite with her former Girls Next Door roomies, Kendra Wilkinson and Bridget Marquardt, at Kendra’s baby shower next month. “I’ve put together a basket of Vegas-themed baby stuff,” she said. “I’ve already found an Elvis onesie and I’ve got all this Planet Hollywood baby stuff.”

When asked what she thinks of the new Girls Next Door, which premieres in October, Madison says, “I think it will be interesting how they work with the new girls’ personalities. I’m in about half of the episodes and I know they plan to tape Kendra’s baby shower for one of the episodes. I don’t really know the new girls that well. I know the twins, but that’s really it. So I don’t know how it will work out.”