Bonus Video and Lyrics:
Appropriately enough this egg is hidden in the lyrics to a song titled "Easter". On the main menu, select "Discography". Go to the second page and select the song "Easter". You will then get a picture of the record sleeve - select the "Lyrics" option underneath. On the first page of the "Easter" lyrics highlight back then press your Up button, this will highlight the word "Easter" in the lyrics. Press your Enter buton and you will get the first page of lyrics for the band's 1999 song "Deserve". Select the play option underneath to view the video for "Deserve".