It's simple on Proud: you have to get all the Stickers for all three characters, and then place them in your sticker album so that you get the max possible points. Listen to the sound when you put the sticker down. Balloons go in the air, characters on the ground, etc. If all else fails, follow these images
and keep your ears open.
After you do that, save. Now personally, I haven't tried to do things in this order in 2.5HD (I got the stickers first), but the internet implies that once you save for the final character, you'll get a prompt telling you that you've unlocked the secret ending. If that doesn't work, you may have to complete the Final Episode a second time by beating the final boss.