Legs instead of antenna in arthropods doesn't look that strange - basically that's the same object (note how many different legs arthropods have; in a way they have only specialized legs, even for jaws).
In the case of duckling that's different thing, but, first of all - it doesn't look to me like these are instead of wings, rather the bird is a 'segment' longer. And that's where the answer most likely lies - we are segmented and some error during segmentation can lead to additional pair of legs. Just like these long 6 doors limos
Finally, when it comes to mammals (no idea if it is possible with birds, but perhaps - in the case of two yolks egg - it may happen) I can think of other possible explanation. When two (or more) animals start to develop in uterus they usually will be born separately as brothers/sisters. However, in some cases zigotes can merge resulting in grown chimera (see
http://en.wikipedia.org/wiki/Lydia_Fairchild for the most intriguing case). While it generally doesn't mean you have an additional set of legs that belong to your brother, I recall seeing a report on TV of someone posessing some additional tissues from such a source. It was a chinese boy with deformed face and these deforming tissues where what was of left of his twin. But the reference is very obscure - some TV documentary I have seen long ago.