Then the actress pushes another door and suddenly she's inside the auditorium in a private box high over the orchestra pit.
"Isn't it cool?" she asks. Shannon has been putting her secret passageway to expert use: Her two children — daughter Stella, 7, and son Nolan, 5 — often visit the theater and go through the toilet to get a perfect view of Shannon on stage.
"They can actually sneak through to the box seats and watch me with an audience," she says. "So it's the first time where they're really like, 'Wow, Mommy is an actress.' I don't know if it ever all gelled that way. It's really cool for them."
Stella and Nolan are enjoying front-row seats as Shannon makes her Broadway debut in the musical "Promises, Promises," opposite Sean Hayes and Kristin Chenoweth. Last month, Shannon replaced Katie Finneran, who won a Tony Award in the role of bar fly Marge MacDougal.
"Now, I'm not scared," Shannon says, sipping tea in her dressing room before a recent performance. "Initially, I was really like, 'God, just let me get through this!' Now I'm having a ball."
The role is particularly a good fit for the novice Shannon: She's on stage for only a few scenes, gets to dance on a bar while acting drunk, receives quick laughs and uses the physical comedy skills she honed for six years on "Saturday Night Live."
"It feels like a jewel to me," she says of the role. "For me, this was the perfect way to dip my feet in." Another plus is that she gets to work with friends. She knew Hayes from appearing on "Will & Grace" and he hosted her last episode of "SNL." Plus, she worked with Chenoweth in "The Music Man" on TV in 2003 and then in the series "Pushing Daisies."
Chenoweth calls her new co-star "a comedic genius," who has made Finneran's old role her own. "Working with Molly just makes me happy," Chenoweth says. "Sean and I both wanted this woman. We knew she would kill in the role."
Shannon, 46, says acting on Broadway isn't like her stint on live TV aboard "SNL," where she created such memorable characters as the oddball schoolgirl Mary Catherine Gallagher and the high-kicking Sally O'Malley.
"They're different. This is more like a marathon — it's a longer run so you have to be careful not to pull a muscle or lose your voice," she says. "It's more of a long-distance run whereas 'SNL' is kind of an every-week-up-and-down."
Born in Shaker Heights, Ohio, a young Shannon and her father, James, would travel to New York to catch shows such as "Chorus Line," "La Cage Aux Folles" and "Agnes of God." She and her dad would sing Judy Garland songs at home.
"My dad would have loved to be an actor but he just didn't have the confidence. So I'm sure so much of the reason why I got into that was because he loved that," she says, pointing to a photo of her dad hung with pride in her dressing room. "He would have loved it. I feel him here with me. I kick for him."
Shannon, who earned a bachelor's in drama from New York University, initially considered herself a dramatic actress until she auditioned for a comedy review and friends said she was a natural. "I didn't know myself well enough as a performer so I didn't know what I wanted to do," she says.
Comedy has been her bread-and-butter ever since, with movie roles that include "Superstar," "Talladega Nights," "How the Grinch Stole Christmas," "Analyze This" and the upcoming "Bad Teacher."
Since leaving "SNL" in 2001, Shannon has made numerous TV guest appearances on shows such as "Glee," "30 Rock" and "Scrubs," as well as tried her hand at her own sitcoms, including "Cracking Up" and "Kath and Kim."
After her Broadway run, she'll be starring in an as-yet untitled HBO show by veteran "The Simpsons" writer-producer Tim Long about a nun who decides to leave the convent and confront life outside.
Until then, she's happy to do eight shows a week and host her children when they come to the theater. She says she tries not to peek up at them in the box seats while she's performing, but always looks up during the curtain call.
"I can't see them that well, but I see their little heads a little bit," she says