This egg is hidden in the map DO_Dome exclusively and is hard to spot with low graphics settings. First start a game on DO_Dome then move your HUD over to the corner building near the kingdome. There are multiple billboards in the game, of course, and many have funny allusions to things like 3-D glasses, etc., but look for the one that features the "they did not come in peace!" billboard with flying saucers on it. In the lower right corner of the billboard it says "Brought to you by Massive" - the creator of the game.

In a game like this with HUGE maps it is very difficult to find these things without looking for it.