''Sock'' is an explosion. It bursts out and races across the pages. ''Sock'' is funny, all the time; even the sad stuff is funny (shivery more often than har-har, but still very funny). ''Sock'' declares itself a noir detective novel, and gets gut-wrenchingly suspenseful at times with twists and blood and night and gunshots. But don't take its declarations too literally. As an old friend used to say: ''Penn lies. He thinks it's funny.''

The narrator is Dickie, a sock monkey. Dickie is a tough little bundle of loving id who tells it like it is. He talks like a beatnik on a barstool at the microphone at a coffeehouse. ''My button eyes are like a shark's eyes. Buttons from a sharkskin suit. My eyes have been fiddled with by a hustler. Nervously tapped by a bad man. My eyes are worn right in the center from the tapping of a diamond pinkie ring. It was his gambler's tell.'' Dickie's riffs are Bob Dylan possessed by Ayn Rand, laced with quoted song lyrics and classic film dialogue -- sly little Easter eggs for the reader to uncover.

Dickie has grown up with a boy who has grown up to be the Little Fool, a man who looks and talks a lot like the real-world Penn Jillette, except that the Little Fool is a not a Las Vegas showman but a New York police diver who has found a former girlfriend's bloated corpse and now is on an intellectual vigilante hunt with his hairdresser and best friend, Tommy, a handsome, gutsy Greenwich Village queen. Their quest is full of literary names and theological clues that make the Little Fool feel ''the way he'd felt doing jigsaw puzzles with his mom. It's the existentialist's dream: a jigsaw puzzle that matters.''

How much do we care about finding the killer? Do we care about the demon whale in ''Moby-Dick''? Sure, but the hunt is mostly an excuse to go sit in a smoky diner booth at 4 a.m. and listen to Melville -- sorry, I mean Penn -- sorry, I mean Dickie the sock monkey -- singing wild, heartfelt songs about the world. ''I'm a bad wammerjammer sock monkey, so I can say what you can't,'' says Dickie. And that's no idle boast.

Dickie has hung for years on the Little Fool's bedpost and has kept his shiny sharkskin-suit button eyes wide open. ''Women,'' he muses, ''always know if they want to have sex with a guy the instant they meet him. The Little Fool had done a lot of debriefing on this subject. The Little Fool loves sex, but he likes the debriefing more. I have nothing to do with the sex, but I'm always there for the debriefing. After sex, before getting dressed, there's a chance to get information. 'What did you think when you first saw me?' The information is always the same. Your partners always decide in the first five minutes. After that, the only change can be in the negative direction. After you win, you can only lose. Married. Killer. Kenny G. Smells bad. Kisses badly. Democrat. Bye, bye love.''