This happens to me too. They should just have the darn site link up when you type in Muppets.com, but I guess they decided to keep this cool section a secret.
It directs me differently everytime I go over there. Sometimes I have to click the "broadband" link at the bottom and surf over to the characters and choose "Muppets". While other times I have just gone into the XD section and chosen the "Muppets" from the character menu tucked away in the interface. Sometimes (I suppose once cached) the site directs me straight to the Muppets.
You are not alone in this frustration. Muppets.com should direct the user to a page with Muppets on it without need for clicking.