A show that's sold old since previews is pretty much reviewer-proof, but, if possible, try to catch Mrs. Murray's Menagerie  at Ars Nova at Greenwich House  (27 Barrow Street, NYC).  Created by The Mad Ones and Phillip James Brannon, Brad Heberlee, Carmen M. Herlihy and January LaVoy, the 90-minute send-up ends its run on May 11. Mrs. Murray's Menagerie is a fictitious 1970s children's television show - an idea already loaded with potential.  Rather than do the show, the script and director Lila Neugebauer bring it to life with songs and guest appearances by its heavily licensed and franchise puppet cast members.  (Not