B movie Cinemax/showtime skin flick

Have a weird memory of what must have been a Cinemax/showtime skin flick; some agent is sneaking around, observing some of the main female characters in the film, when they notice him, and one of the women (an extremely well endowed blond) takes the guy into a shower and they have sex, but he strangely keeps his hat on. The hat might have even had letters on it (like FBI or something). This had to be made sometime in the early 2000s, maybe even late 90s.

 

Anyone know what this was?

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