And StormHammer, there is a way to tell is you find the secrets in each level, If you go into the...umm I think its the inventory screen there is a tab called objectives and if memory serves me down the bottom of the objectives screen is a % of secrets completed for that level. So if you want to find all the secrets just check it before you press escape and finish each level.
You know, I can't ever remember checking the objectives at the end, all the times I played DF. Guess I should have. Thanks for the info. Guess I'll have to play DF again, just to check I found all those secret areas...