If you wanted to know why this is happening then the extract below is from the new scientist, but basically it is caused by abnormal contractions in the oviduct which cause a developing egg to be pushed back up the ovidect and be encased by a second egg.
"An egg within an egg is a very unusual occurrence.
Normally, the production of a bird's egg starts with the release of the ovum from the ovary. It then travels down the oviduct, being wrapped in yolk, then albumen, then membranes, before it is finally encased in the shell and laid.
Occasionally an egg travels back up the oviduct, meets another egg travelling down it, and then becomes encased inside the second egg during the shell-adding process, thus creating an egg within an egg. Nobody knows for sure what causes the first egg to turn back, although one theory is that a sudden shock could cause this. Eggs within eggs have been reported in hens, guinea fowl, ducks and even Coturnix quail."
Apparently if there is no yolk inside the egg within an egg there is often a foreign object in its place which the egg has formed around.
There is a short video about it on you tube here http://www.youtube.com/watch?v=YrBTg8YANYE