Mad Men fans were shocked by a pivotal scene at the end of episode 11's Favors, when Sally Draper accidentally walked in on her father having sex with downstairs neighbor Sylvia Rosen.

Actress Linda Cardellini, who plays Sylvia, explained the scene's filming on Wednesday's edition of HuffPost Live.

"The good thing about that is that when Kiernan [Shipka, who plays Sally] walks in, what you see on screen isn't actually what she sees on set. What we were doing while she was reacting to that is not exactly as explicit as it is on screen," Cardellini said, suggesting that, unlike her character, the young actress wasn't exposed to anything particularly graphic.

"That's the nice thing about acting sometimes is that you don't have to actually experience the things as the characters do," she added.

Shipka talked to New York Magazine's Vulture blog and described how she created Sally's reactions to that scene and its aftermath. On confronting Don afterwards, Shipka described a particular motion she made to put her hand over her face.

"[It] is something I did naturally, and it felt the best," she said. "It takes one or two takes before I get into the swing of it, especially for a scene like that. You have to warm up to it. It's not something I can just jump into."

She also said she incorporated many of her own thoughts to create the haunting reaction Sally had when she caught her dad in such a compromising position.

"The whole thing about acting in general, whether other actors are there with you or not, is that it's about your imagination," she said. "I have a little bit of a wild imagination, so I could imagine anything I wanted to see there even if it wasn't really there."

The event could prove even more traumatic for Sally and manifest itself in more ways similar her behavior while visiting boarding school in episode 12, The Quality Of Mercy. Matthew Weiner, the show's creator, predicted at a Los Angeles Times roundtable held last week that Sally inherited issues that could catch up with her in the future: "I predict smoking. I predict alcoholism," he said.

Shipka too has her concerns.

"Next season, I sort of see Sally in that downward spiral," she continued to Vulture. "There's not much room for her to go back up. A lot of people thought through seasons past that she'd hit her bottom, but now is truly where she's going to get herself into trouble."

Not that she doesn't look forward to that challenge: "I hope so. It would be really fun. It'd be awesome."

Watch the preview for Mad Men's season 6 finale In Care Of, which airs on Sunday.

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