i believe the balloons are also called waterbombs
http://www.things2make.com/Things2make_files/Instructions%20over%205/waterbombs.htm
just blow up the bombs and don't add water, itll be like an air cushion, make 5, put the egg in the center and tape the others so that it looks like a 3 sided pyramid, that way, any way it falls it has support, not sure if the phsyics will work out, but it has been 5 years since i took that course