@chai2,
I think he's talking about a movie because there's a duplicate thread where he asks the same question and says it's a movie.
Also, the plot sounds exactly like a 1949 movie called Kind Hearts and Coronets, a comedy which stars Alec Guinness in 4 different roles or so, including once as a woman.
I watched it 2 or 3 times on video as a kid, and just hearing about it makes me want to see it again.