McGreevey opens closet for Oprah but audience icy Former New Jersey Gov. Jim McGreevey spilled his guts to Oprah yesterday about the years he spent living as a closeted "gay American," but Oprah's audience was unimpressed. Oprah swore the audience to secrecy at the taping of her show, which airs Sept. 19 - the same day that McGreevey's memoir, "The Confession," hits store shelves. If the reaction of her fans who watched the taping are any indication, McGreevey's musings - for which he reportedly got a $500,000 advance - could be a tough sell. "Not impressed with him or his...