A16 NEW YORK\/REGION B1-6 U.S . Investigating Pirro On Talk of Spying on Spouse Federal prosecutors said they were investigating whether Jeanine F. Pirro , the Republican candidate for attorney general of New York , and Bernard B. Kerik , the former New York City police commissioner , illegally taped conversations of Ms. Pirro 's husband last year to determine if he was having an affair .