BRITISH INVASION WEEK ''I don't even have a boyfriend!'' Jordin joked to guest mentor Lulu about taking on Shirley Bassey's dramatic ballad ''I (Who Have Nothing).'' That little detail, however, didn't keep her from connecting powerfully with the song on the March 20 show: Debuting a sleek, sophisticated 'do and what would become her signature performance style — planting herself at the mic and belting it out to the rafters — Jordin unleashed a version so believably desperate it caused Simon to comment, ''You sang it beautifully, but I feel like jumping off a bridge.''