Heh - I live only about 10 miles from Peterborough, so it seems strange to hear of anyone coming here for a weekend break. However, I guess that is the case of anywhere one might holiday - it's always someone else's home!
Glad you enjoyed yourself. Did they do any local sightseeing, in which case, what did you do? Two possible things to check out next time you're this way are the Nene Valley Railway, and Flag Fen archaeology park.