[eluser]WanWizard[/eluser]
The short answer is, you can't on a many-to-many. Since every record is an object, the number of objects in memory would explode.
Many to one's can be 'pulled' into the result using include_related(). You can use the $instantiate parameter to have it included as an object instead of adding the fields to the current object. Theoretically include_related could deal with has_many (there an ticket open on that), but you'll soon run into the aformentioned issue.