"I want to be the first comedian to shit on Martin Luther King," says Sarah Silverman. She suggests King was a "loser," prone to farting in the car with the heat on and windows open. None of it is precisely funny, but that's the point. Silverman's comedy—or as she terms it, her "learn-medy"—means to teach you something.

Obnoxious and subtle, smart and inelegant, Silverman's first concert film, Jesus Is Magic, takes perverse aim at the notion of art as instruction. While art might illuminate or even provoke, the learning process is yours, and you can choke on it for all this movie cares. It deploys a series of ridiculous conventions: breakout skits that go nowhere and a wholly goofy framing device, wherein Silverman tells "best friend" Brian Posehn and her sister Laura that she's written a show that's like a play and a movie, about AIDS and the Holocaust, but funny. And oh yes, it's a musical and it's opening tonight and it's sold out. The film takes more than a few cues from Sandra Bernhard's superb Without You I'm Nothing, only it's less coherent, more aggressively offensive.

Silverman's standup is part observational, part confessional, geared to make listeners reconsider pop cultural propriety. To make her 7-year-old niece take tag seriously, Silverman says, she tells her that when she loses, "an angel gets AIDS." To push the Holocaust button, she disparages Jewish people who drive German cars: "It's so gay!" And to underline that she's "edgy," she observes that "we make fun of midgets because we're not afraid of them," unlike, say, young black men in baggy pants—though she goes on to satirize them too, dropping this bit of wisdom to boot: "The best time to have a baby is when you're a black teenager."

The calculated offense works: At the screening I attended, paying customers walked out. While much has been made of Silverman's cuteness, which supposedly makes her ugly jokes go down easier, the effect is almost the opposite. Yes, she's adorable—dressed in a tasteful midriff top, circa-'60s minidress, or slinky red nightclub number—but Silverman's visible effort, as she grimaces or rethinks a punch line or reminds an audience of old folks that they're "gonna die soon" only underscores the aggravation. This girl is aggravating.

And the film isn't very funny. It's more an interrogation of what's "funny." "I love getting into the psychology of people," Silverman says, acting as if she doesn't get her own joke. And that's pretty much what she does. She pretends and she targets. If you don't get into it, that's fine too.

Jesus Is Magic