I T WAS right around the time Kristine Kupka moved from Madison that Rikki Glen, who was working here in retail management, decided she needed a career change. Kupka left Madison in 1992 - having lived here a decade - and eventually wound up in New York City. By October 1998, Kupka was 28 and a senior at Baruch College in New York. She was two months from graduating, and her grade point average was 3.97. She was also pregnant. Glen, meanwhile, had talked to an attorney friend about how miserable she was in the retail business. "Why don't you try being a private investigator?" he said. The attorney said he would give her some work, and as long as she was only working for one person she didn't need a license. She could give it a try and see what she thought.