Imagine holding a master’s degree and being a Fulbright Scholar, but everyone’s image of you remains that of the big, blonde musclehead who was Sylvester Stallone’s Russian boxing nightmare in 1985’s “Rocky IV”?

Welcome to the career of Dolph Lundgren.

“I understand why,” he admitted when we spoke Thursday. “They like to compartmentalize people. But I like to surprise the audience and people in Hollywood. Part of my life is trying to do as much as possible whether it be psychological, intellectual or emotional.”

He had subsequent roles in such big studio films as the Bond feature “A View to a Kill,” “Johnny Mnemonic,” and “Universal Soldier” which all highlighted the Swedish-born Dolph’s physical abilities.

Since he is so often typecast, the 50-year-old Dolph has taken things into his own hands and begun taking on directing jobs such as “Missionary Man,” a western he also stars in which debuted on DVD a few weeks ago.

“It started out with just being interested in directing and trying to tell a story,” he said. “It has evolved into people looking at me differently and it feels good, it feels fresh.”

He has found directing and acting at the same time a real challenge: “It is tough. You really have to simplify your work as an actor and try to trust yourself and not fish around so much for the performance. You also you need people you can rely on.”

But, he added, there are definitely upsides: “You can pick the best close up in editing and your star always comes out of the trailer on time.”

Dolph, who also appears in “The Final Inquiry” out on DVD Feb. 19, has kept in touch with Stallone over the years but was never, as rumored, offered a part in 2006’s “Rocky Balboa.”

“I went to the opening, we’re pretty good friends,” he said. “He’s one of the few people over the years who I stay in touch with.”