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Jamie-Lynn Sigler Says Christina Applegate Helped Her Admit MS 'Is Hard' and Stop 'Trying to Be Perfect' (Exclusive)

Jamie-Lynn Sigler Says Christina Applegate Helped Her Admit MS 'Is Hard' and Stop 'Trying to Be Perfect' (Exclusive)

In an exclusive clip from their new podcast, MeSsy, Sigler credits Applegate with being "honest and open and vulnerable in a way that took me 22 years to get to"

Jamie-Lynn Sigler has been living with multiple sclerosis for two decades. So when Christina Applegate received her own "devastating" diagnosis and reached out to her for help, The Sopranos alum was open to offering advice.

"I wanted to give her tools and things that I've learned that have helped me. MS brought us together," Sigler, 42, tells PEOPLE in an exclusive interview with the two actresses about their new podcast, MeSsy. Debuting on March 19, each episode provides an unflinching yet humorous take on living with MS — and the wider challenges and life issues that Sigler and Applegate face every day.

As their relationship turned into a close friendship, Sigler admits that Applegate, 52, is the one who ultimately helped her better manage the disease. And, in an exclusive clip from the podcast, Sigler credits Applegate with being "honest and open and vulnerable in a way that took me 22 years to get to."

“We have a space for each other, you know? We can't do anything alone,” she tells PEOPLE. “And I was under the assumption for a long time that I could, until I crashed and burned pretty hard. Christina came into my life at that point where I didn't even realize how desperately I needed to just stop still trying to be perfect.”

<p><a href="https://www.instagram.com/johnrussophoto/?hl=en" data-component="link" data-source="inlineLink" data-type="externalLink" data-ordinal="1">John Russo</a></p> Christina Applegate and Jamie-Lynn Sigler

John Russo

Christina Applegate and Jamie-Lynn Sigler

Related: Christina Applegate and Jamie-Lynn Sigler Share How MS 'Brought Us Together' — and Inspired Their New Podcast (Exclusive)

Sigler — who kept her own MS diagnosis hidden for 15 years before revealing it in a PEOPLE story in 2016 — says she walks with a cane most of the time yet most people wouldn’t know because "every role I've ever played, they've worked around it, covered around it. Any talk show I've ever did, I'm already sitting out there."

“I have a lot of shame around this still and I'm really, really trying to work through it,” Sigler says. “I really am. But it's still so hard for me. I don't know why.”

“I do physical therapy and workout every single day because I am so afraid that if I don't, this thing is just going to eat me alive,” she adds. “And it got to a point where I just hit a wall. I couldn't... Every day you're trying to fix yourself.”

<p><a href="https://www.instagram.com/johnrussophoto/?hl=en" data-component="link" data-source="inlineLink" data-type="externalLink" data-ordinal="1">John Russo</a></p> Christina Applegate and Jamie-Lynn Sigler

John Russo

Christina Applegate and Jamie-Lynn Sigler

Sigler says Applegate has been helping her get to a place where she’s “okay being seen like this.”

Now, the Big Sky actress says, “I tell my agents now any kind of roles that come in or we're talking with people, I'm like, ‘First of all, lead with the fact that I have MS, if they don't know that. And I'd like them to just be okay if I can just move the way I move in this role.’ It doesn't define me. It doesn't have to be about somebody with MS. Why couldn't I just be me in this body as an actress?”

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<p>Wishbone Production</p> Christina Applegate and Jamie-Lynn Sigler's MeSsy podcast debuts March 19

Wishbone Production

Christina Applegate and Jamie-Lynn Sigler's MeSsy podcast debuts March 19

Related: How Christina Applegate and Jamie-Lynn Sigler Are 'Helping Each Other Through' MS: 'We Both Needed This' (Exclusive)

Meanwhile Applegate, who learned she had MS when she was in the midst of filming the final season of her Netflix series Dead to Me, tells PEOPLE that she’s “not pushing through” and is fine saying no to work due to her MS, joking that she and Sigler are opposites.

Sigler adds that she often helps Applegate get up and keep her body moving.

"We have each other and that's helped us so much," says Applegate.

And it's that deep bond of friendship that inspired MeSsy. "We would talk on the phone for two hours, and we'd be laughing and crying and we were like, 'This is helping us. Let's record this. Let's do it,'" Applegate tells PEOPLE.

Featuring conversations with famous friends and costars like Martin Short and Edie Falco. Sigler adds that MeSsy isn't just "about the specific experience we're having. It's us facing something hard and it's about figuring out how to still push through. We are sharing the deepest parts of ourselves."

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