At the very end of the game, just before you take your place on the throne, destroy the Ares and the Minotaur statues. The secret message is a phone number. Dunno if it still works. I've never tried it myself since it's an American number. The European version of the original PS2 game had a different secret message:
End of SPOILERS --- Owner of a PS3, a 360, a Wii, a high end PC, a PSP, a PS2, a GC, an XBox and a PSX. No DS since nothing for it interests me apart from Ninja Gaiden DS.