When something random and unexpected happens, it is customary to shout DUN! at the top of your lungs. There are also numerous perverted uses of this word, i.e. "IM GETTING A DUN!", "LOOK AT MY DUN!", or I LOST MY DUN!"
The word was first used becuase of the movie Signs. As the alien walks by at the party scene, the sudden music and the unexpected alien suggested that DUN! be shouted. It is also used when a UPS truck drives by.