On the pirate ship level, notice that there is a side quest called "Arctic Achiever" in room 2. You must go down the bridge and walk backwards. You will find a couple crates. One of them will have something in it. The others will have fairy-dust. When you break the crate with something in it, you will release Skipper (the penguin) from Madagascar. He will say, "We're going to the open spaces of Antarctica, to the wild!"