Start up the game and go to the main menu. Don't mouse over any of the buttons yet or it will mess it up.
Mouse over (don't click) these buttons in this order:
Duel, Duel, Challenge, Replay, Replay, Challenge, Duel, Quickplay, Adventure, Adventure, Quickplay, Duel, Duel, Quickplay, Quickplay
If you do it correctly, it will play a cool loading screen and then it will roll the credits. Nothing special is gained from doing this, but it's an interesting Easter Egg.
Make sure to NOT mouse over an extra button before or while performing this Easter Egg. If you do, or if it nothing happens after performing the procedure, you will need to restart Peggle and try again.