It's not something he'd recommend.
"For six weeks, trying it with four different actresses, I found it to be unsettling and disturbing," Murray told reporters at the Cannes Film Festival May 17, 2005. "You might want to try going to a circus camp or something for a couple of weeks instead. You get the same feeling trying to learn how to swing on a trapeze."
"Broken Flowers," written and directed by Jim Jarmusch ("Coffee and Cigarettes"), is competing for the top prize at Cannes, and Murray's performance was praised as one of the strongest so far.
Like the role in "Lost in Translation" that earned Murray an Academy Award nomination for best actor, his new performance is comic, poignant and understated.
"There's not a lot of dialogue for me, I basically have to get beaten up by these women," Murray quipped.
He is up against some formidable actresses: Sharon Stone ("Basic Instinct"); Frances Conroy ("Six Feet Under"); Tilda Swinton ("Orlando") and two-time Academy Award winner Jessica Lange. French actress Julie Delpy ("Before Sunset") is the woman who dumps him as the movie opens.
Murray plays Don Johnston, a hardened bachelor who receives an anonymous letter informing him that he has a 19-year-old son who could be trying to track him down.
Don doesn't like traveling, but he sets off to find the women who might be the boy's mother. Along the way, he is confronted with questions about the life he chose to lead, the chances he gave up and the way people change over time.
"The film is all about questions, and gracefully, not about answers," said Swinton. "Not enough films are; so many films are interested in decisions and answers, even before one question has been asked."
Murray mused about some of life's missed opportunities.
"We all have someone that we think, 'Maybe I didn't give myself enough of a chance, or give that person enough of a chance,' " he said.
Then, true to form, the former "Saturday Night Live" star had a few comic back-and-forths with the journalists asking him questions.
One young South American reporter brought up "Ghostbusters" and said the movie's ghouls had terrified him as a child.
"You're safe now. We got them," Murray reassured him. "We frightened a lot of children at that time, you're not alone."
Then a European reporter asked 54-year-old Murray whether he could relate to playing a man in a mid-life crisis.
"I'm just getting to my mid-life crisis, ma'am, so stick around," Murray said. "But I do have crises on a regular basis. Of all kinds. And they're not really suggested by how old I am or how much living I've done.
"It's just the kind of living I've been doing that has been a real problem."
By ANGELA DOLAND