"People wonder why Britney or Lindsay or Paris is acting crazy, but they don't know what it means not to be able to walk outside your house," says Lopez. " 'Oh, but she has $10 million!' they say, but that doesn't help when you can't ... feel good!

"I feel so bad when I see people going through the beginnings of it. Because it's not fun. You have to learn to navigate it 'cause if you don't, it will eat you up. ... It's a lot of pressure. And you gotta keep grounded and find a way to deal with it and hopefully have love in your life."

In her case, that's Anthony. "From the day Marc and I met, we've always had amazing chemistry, but the timing has to be right," she says.

"We established early on that our relationship was not for public consumption. When we're out there, it's 'cause it's part of our work, but you won't catch us hanging out at some random place with paparazzi following us 'cause we don't let them," she adds.

"And we have such a tight circle of friends, we don't have people calling the photographers saying, 'Marc and Jennifer are coming here.' "