Who's that girl?

It was Madonna, making her first live appearance in four years.

And though she's 39 and a mama, she still drove them wild.

The Material-turned-Maternal Girl brought the house down when she made a surprise appearance at Roxy, the hip Chelsea dance club, in yesterday's wee hours.

The singer of such hits as "Who's That Girl" and "Like a Virgin" - displaying her famous curves in a black-net top - chose Valentine's night for her first live performance in four years.

At 2 a.m., she showed up at Roxy, where she performed when she first arrived in New York from the wilds of Michigan 15 years ago.

A crowd of 2,000 was dancing the night away to recorded music, when suddenly, there was Madonna She walked out on stage without an introduction.

"It's so nice to be home," she told the crowd.

She sang three songs, performing for 20 minutes - and the crowd went wild.

Madonna "tore down the house, she really did. They went crazy," said her spokeswoman, Liz Rosenberg.

Madonna wanted to go back to her roots, Rosenberg said.

"She just wanted to go back to where she played 15 years ago. She thought it would be fun to play at one of the clubs she played when she first came to New York," the publicist said.

"What better way to deal with it than Valentine's Day? If she tours for her new album, it's not gonna be until the fall, and the album is such a return to dance music, so why not sing a couple of new songs at a club?"

Madonna wore a Jean-Paul Gaultier outfit - a black taffeta coat with puffy sleeves and a long train.

The coat didn't stay on for long.

After singing "Sky Fits Heaven," from her upcoming album, "Ray of Light," due out on March 3, Madonna ripped it off to reveal the black-net top.

Two more new tunes followed - "Shanti-Shanti," in Sanskrit, and the album's title song.

Madonna performed without a band. William Orbit, who produced the album with her, played keyboards.

Was this Madonna's Valentine's Day gift to the city where she got her showbiz start?

"It's very sweet to say. It was certainly a Valentine's gift for eveyone who's there. It was kind of her Valentine's gift to her Audience," Rosenberg said.