But, Miss Horrocks might whisper into her pillow, I'm a better actress and she's been given a part I was promised and which I created to critical acclaim on the London stage. To which the answer is, "All true. But you're not the first, and you won't be the last."
But she might by now yell at the wall in her broadest Lancashire accent, "It's just not fair." To which the answer is no and yes.
Though originally promised by the American film company Miramax that she would be able to repeat her London stage triumph in The Rise and Fall of Little Voice as the working class Lancashire girl who could mimic Marilyn Monroe and Judy Garland, Miramax is now reported to be favouring the ethereal Miss Paltrow to star, as she did in the thriller Seven, opposite Brad Pitt.
British connections are still confident Miss Horrocks will land the part. But if she does not, she will merely be the latest in a line of British actresses ditched by American film producers for bankable Hollywood stars and starlets.
Back in the Sixties, Hollywood ignored Julie Andrews' stage triumph in My Fair Lady to give Audrey Hepburn the part. It was a musical and Miss Hepburn couldn't sing, so she mimed, but that didn't harm the box office. The film was a smash hit because Miss Hepburn was a star and Miss Andrews (then) wasn't. But British pluck had its revenge. Julie went off and did a profitable little number called The Sound of Music.
There are more recent examples of British virtue going unrewarded. Juliet Stevenson was devastated when her stage role as a torture victim in the play Death and the Maiden went to Sigourney Weaver when it was turned into amovie. To add insult to injury, American Equity endorsed blocking an English actress having the role, even though no one objected when the all-American John Malkovich played opposite Miss Stevenson in another London stage production.
Helen Mirren's policewoman Jane Tennison in Prime Suspect will be a sun-kissed Californian with an American accent when Lynda La Plante's drama is made into a Hollywood movie.
And Miss Horrocks herself will not be repeating her role of the dim secretary Bubble in Absolutely Fabulous when that is shown onAmerican TV. Roseanne Barr has bought the rights to put it on in America and it will have an all-American cast with Madonna's chum Sandra Bernhard a candidate to play Jennifer Saunders' Edina.
It is easy to scoff at the Americanisation of British art. Nothing jars so much as a tanned American superstar bringing a Californian drawl to a tale of British working-class life. It reached its nadir when Jane Fonda and Robert De Niro starred in an adaptation of Pat Barker's Union Street, a tale originally of Northern life on the dole. It wasn't even funny. At least Dick Van Dyke's cockney accent in Mary Poppins had cult value.
The Hollywoodisation of British scripts was brilliantly satirised in The Comic Strip's Strike on Channel 4 a few years ago. American producers swooped on a Welsh mining village to make a film about Arthur Scargill and the miners' strike. Al Pacino was to play Scargill and Meryl Streep his inamorata. To give it a happy ending for the folks back in the Mid- west, Scargill won the strike, and, in the words of the producer, "got the goil".
Ironically Meryl Streep is actually being lined up as a candidate to play Paltrow/Horrocks's mother in Little Voice, a part created on the British stage by Alison Steadman.
But cringe as we might, there is a logic to the American approach. The first and most obvious aspect is financial. American movies are global projects and need globally recognised names to draw in audiences.
There is artistic validity too. We can be mightily inconsistent in defence of British purity. Why should it be ridiculous for Meryl Streep to play a Lancashire mum, but inspired casting for her to play a Polish concentration camp inmate in Sophie's Choice? Good actors are good actors. American can play British just as British can play American.
The Americans, with their appreciation of market forces, don't seem to dispute this. They did not take to the barricades over Ken Branagh from Belfast playing a Los Angeles private eye and Emma Thompson from north London his lady in Dead Again. The pair were stars; they had earned their right to play who they liked, and that was that.
We do seem quietly to forget that our film stars are just as capable of taking the bread and butter out of American actors' mouths. Hannibal Lecter in The Silence of the Lambs was most definitely not a Welshman, though Sir Anthony Hopkins, who won an Oscar for portraying him, most definitely is.
Where there does seem an element of injustice is in a situation where an actor or actress has created a part and made it their own. This was certainly the case with Jane Horrocks in The Rise and Fall of Little Voice and indeed with Juliet Stevenson in Death and the Maiden. Stevenson lost out to Hollywood fears of audiences simply not recognising her. Horrocks, I suspect, may yet win over American doubters.
But if she doesn't, she could still have the last laugh. In The Rise and Fall of Little Voice, the actress playing the lead not only has to imitate Marilyn Monroe and Judy Garland, which Gwynneth Paltrow will be able to have a jolly good stab at; she also has to do a spot-on impersonation of Cilla Black. When she discovers that in the script Miss Paltrow might give Brad Pitt a peck on the cheek, make her apologies and seek alternative employment.