For a couple of years, a tiny Agent Provocateur boutique was the only lingerie option inside Henri Bendel (712 Fifth Ave., at 56th St.; 212-904-7963). Choices will expand dramatically on November 12, when the entire third floor becomes home to 30 different lines of sexy underpinnings, including the new Henri Bendel New York private-label collection. Ten rooms are divided into different themes: One room has a hot-pink carpet and matching S-shaped leather couch, while plush fabrics, silk-screened legs on the wall, and sensual background music create a more sophisticated atmosphere in another. Designers like Diane von Furstenberg, John Galliano, and Cavalli mix with lesser-known names I.D. Sarrieri, Little Joe by Gail Elliott, and University (from $40). Fitting specialists will be on hand to help you strap yourself up in a $3,000 corset dress, tell you which way to throw on those crotchless panties, or give fashion advice on which camisole should be paired with which jeans.