Madonna is so hands-on with the production of “W.E.” she’s delivering her own furniture to the set. Madge is directing the film, which tracks a young, married New Yorker (Abbie Cornish) who’s obsessed with the story of King Edward VIII’s abdication. “W.E.” started shooting in London in July, and sources said Madonna — who is reportedly financing the picture herself — saved cash by bringing her own furniture from her house across the pond to use on the set. Her rep wouldn’t confirm the furniture move but said she was involved in “all aspects” of the movie. In June, Madonna acknowledged its high cost to Interview: “Once I started casting and planning and working with my production designer, I went, “Oh, [bleep], I wrote a script about a bunch of rich people. That’s going to be great for the budget.” Filming has now moved to New York, particularly around Sotheby’s, where Cornish’s character works.