Nanette knows better than to bring home Sig, a white guy who bad-mouths her street sax-playing. But she's on the outs again with her live-in Walter, and Sig seems harmless enough. Not so. Before morning Sig is killed, Nanette's getting pressed by a mean black cop who doesn't even know she's found $60,000 that Sig stuffed inside her sax, and Nanette, who's probably never even read The 39 Steps, finds herself on the trail of Rhode Island Red. She doesn't know what the phrase means, but just mentioning it gets her even deeper into trouble. Nanette--a former spelling champ who went to Wellesley, listens to Erik Satie, and uses words like ``hiatus''--is an unlikely heroine for this first novel, a gritty bit of soft-shoe. Still, she's its best selling point, since the search for Rhode Island Red, though sweet and sad, is also shapeless and unmysterious.