 During " White Heat " — which featured dialogues from the 1949 James Cagney film of the same name — a video screen displayed a scene from the film , with Cagney saying the dialogue : " A copper ... a copper fellas " . The video screen moves up and Madonna appears , wearing a lamé jacket and holding a plastic gun in her right hand . A large cut out of Cagney appears in the middle and Madonna finishes singing the song , while pointing the revolver towards her dancers and pretending to fire at them , as sounds of gunshots are heard . She followed it with " Causing a Commotion " which ended with Madonna pointing to her dancers and musicians across stage and uttering the line " He / She 's got the moves baby " numerous times . For " The Look of Love " the spotlight was focused on her . The introductory music of the song started and Madonna roamed around the stage , pretending that she was lost . She wanted to portray her Who 's That Girl film character Nikki , when she was lost in a similar sequence in the film . After she finished singing the song , Madonna pretended to walk forward by pushing through the air , as the conveyor belt took her backwards , ultimately taking her away from the stage . Then a red phone booth appears on the stage , in which Madonna 's silhouette appears to be changing costume . She emerges from the booth wearing the Edna Everage inspired costume and starts singing " Dress You Up " . Then she sang " Material Girl " , while stretching her legs on stage and showing her underwear and followed by " Like a Virgin " , during which she took off her outfit piece by piece , until she was standing in the same outfit from the beginning of the show , and ended the performance while flirting with a young male dancer who played her bridegroom . 
