Nicholson and his neighbor Marlon Brando are among the Hollywood party boys who reportedly sunk a bundle into a proposed "health ranch" where they could swim, sweat and get their drinks freshened by scantily clad hostesses. But back in February, the actors found out that as much as $6 million had disappeared from development funds.

Private investigator Frank Monte says Nicholson, Brando and their partner Helena Kallianiotes hired them to track the missing money, which the trio suspected had been embezzled by an associate who was supposed to pay contractors.

"I traced the money to bank accounts in Switzerland and Colombia," says Monte, who had to tell his clients they weren't likely to crack those vaults.

Nicholson and company reportedly have notified the FBI, but at last word the ranch project has ground to a halt. Meantime Monte says the alleged fraud victims are punishing the messenger.

"They owe me about $44,000. I'd settle for $35,000," Monte says.

Meanwhile, Monte is staying busy. The corporate sleuth is working with "Platoon" producer John Daly on a movie about his life. He has also moved his main office to New York. Which is why he'll be among the shamuses at the book party tonight that Esquire and Italian designer Brioni are throwing at Saks for "Dressed to Kill: James Bond the Suited Hero."