"We shot some stuff with her. She's been great. We kind of just showed up on set and were like, 'Oh, hi Gwyneth Paltrow.' She's really sweet, really classy. You look at someone who's an Oscar-winning actress and you think they're going to act a certain way and she's just a regular person." GLEE star HARRY SHUM, JR. was impressed with GWYNETH PALTROW when she filmed her cameo role on the hit show.