Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
At the main menu press L2, R2, L2, R2, Up, Right, Down, Left, L1, L2. You
should hear a sound. Note: Press L2, R2, L2, R2, Up, Right, Down, Left, L1, R1 in the Japanese
version of the game.