''My Sister,'' which sometimes echoes Genet's ''The Maids,'' is based on an actual incident that took place in the French town of Le Mans in the early 1930's. It's about what happens when two conventraised sisters, the 20-ish Christine (Lisa Banes) and 15-year-old Lea (Miss McGovern), go to work as servants for the middle-aged Madame Danzard (Beverly May), and her teenage daughter (Brenda Currin). The Danzards are proper and trivial burghers who prattle their lives away planning meals, choosing hats for Sunday churchgoing, and gossiping about their neighbors. Christine and Lea are models of obsequiousness. They work hard, remain silent and docile in the Danzards' presence, and gladly accept their cramped, dark living quarters in the attic.