Kevin Costner is about to take on the most intimate role of his life. And about his co-star, he said, "To me she's the most beautiful girl in the world. Whatever sound she makes, I hear it and I respond to her."

But this isn't just an acting gig. Costner and Christine Baumgartner, who have been dating for four years, are tying the knot later this month at their home in the Colorado outdoors. And although Kevin claims he can't wait, even he admitted he has a few wedding day jitters -- but it's not what you think.

"If you said what are you really worried about. I'd say I want my friends to be warm and not wet or cold up there," he told us.

Kevin, who won two Oscars for "Dances with Wolves" is also talking about another passion of his, "500 Nations: The First Americans," a documentary about Native Americans, which he hosted.

"It's a story that's of value," Costner insisted. "That's a real part of our history and it's not studied at any great depth. My interest peaked at a very young age. I am in love with our history. I'm ashamed of it, but I'm not embarrassed to talk about it."

Up next for Kevin is a new project he's working on with Rob Reiner, which also co-stars Jennifer Aniston. Though untitled, word is the film is the long-rumored follow-up to "The Graduate."

"It was great, really good. She's a pretty woman and very talented," Costner said of Jennifer.

So it seems that with a new movie and a new bride, life has never been better for Kevin Costner.

"500 Nations: The First Americans" airs Saturday night at 9 on the Discovery Channel.