Easter egg: Go to the side of the DVD that doesn't have Special Features on it. There should be a button for it anyhow. If you click it, Weird Al will come out and say, "Hey, the special features are on the other side of the DVD." Do it again. And one more time. The last time he screams at you.
Easter egg: Go to Special Features and highlight Commentary and click to the left and enter.
Easter egg: On the Main Menu, go to Audio Setup and highlight France under spoken languages and click to the left and enter.
Easter egg: On the Main Menu, highlight Audio Setup and click down and enter.
Easter egg: Put the UHF DVD in your DVD player, when the Main Menu pops up, Go to scene selections, and then highlight chapters 13-16 and then go down, and the thing on the bottom between the knobs will be highlighted. Go there, and you will see a scene from the telethon with Fran.
Chosen answer: It's making fun of "Badges? We don't need no stinkin' badges!" which is an often referenced 'quote' from "The Treasure of the Sierra Madre" (Actually, the real line is "Badges? We ain't got no badges. We don't need no badges. I don't have to show you any stinking badges!", but that's the way people say it.)
Myridon
Mel Brooks borrowed the line in "Blazing Saddles." In that film, the line actually was "We don't need no stinkin' badges."
Leicaman