 The blue background changes to a sunny one as she sings " The sun is <unk> right out of the sky " to go @-@ along with the lyrical meaning of the song . Two of Madonna 's close friends , <unk> Belle and <unk> Mazar appear in the video . The video was released at a time when she was going through a failed marriage with then husband actor Sean Penn . During this period , Madonna focused on more traditional fashion and attitudes and tried to appear more respectful of traditional gender roles . After shedding her <unk> sex @-@ <unk> and boy @-@ toy image with the " Live to Tell " music video , Madonna again adopted a new look for this video . Madonna attended aerobics classes at Hollywood health centre The Sports Connection , which was responsible for her toned down look in the video . 
