By C. Young
Updated December 14, 2001 10:40 AM

ENGAGED: Princess Martha of Norway to author and director Ari Behn. “Here is the man that makes me shine,” she said. Behn is author of “Damn Sad” and directed a documentary about Las Vegas prostitutes . . . BOOKED: Rudy Giuliani to host “Saturday Night Live” this weekend as his last appearance as mayor of New York. . . UNITED: The BUSH and KENNEDY clans in their support of the Special Olympics at a White House benefit. B.B. KING performed in the East Room, and President Bush received a standing ovation from Eunice Kennedy Shriver and Sen. Ted Kennedy, among other political luminaries, for his support of the organization. . . SETTLED: Four lawsuits between the Pacifica Foundation, the left-leaning radio chain that owns WBAI in New York and KPFK in Los Angeles, and dissident listeners who felt board of directors had betrayed its progressive mission. The board will pay $400,000 for allegations that it mismanaged the budget and will submit to elections.