Does anyone remember the old Mean Machines Sega magazine? Anyway...
As part of the story, a predetermined event at a particular point in the game will see you landing in the Warp Zone - A large, floating sun icon which you walk around on. Each ray from the sun is a path, and each path leads to a sequence which, if completed, gives you one letter of the word 'Extend' (a la Bubble Bobble).
Simply start and fail the first event, (for example, by running out of time), and then do not pay to enter any other warp zone doors you come across - the ones with bright red coin slots on them.
This will only pop after finishing the game, where you get a visual representation of the letters you've collected.