Though Konami hasn't provided any specifics, the company has announced that connecting the two games, presumably through WiFi and not with a string, unlocks "bonus gameplay content." We don't know yet if that extra stuff will be limited to just the Wii, but we're hoping for some added DS perks!
What could that "bonus gameplay content" be? New items/costumes/areas? The original Castlevania games for the NES? A minigame for raising your own pocket Castlevania monsters?!
Gallery: Castlevania: Order of Ecclesia