CCP talks about connecting DUST 514 with EVE Online
"If there's anything about EVE that's particularly notorious, it's the fidelity of its virtual economy. You can equate the loss of a giant ship in EVE to some real world amount of money, just based on the time and effort it takes to build. It's really important that, when we do join the games, and we do allow ISK [an in-game currency that can be purchased with meatspace money] to flow between EVE and DUST that we don't accidentally institute some hyper-inflation in one game or the other."
Of course, interaction between the games won't be limited to trading. Reid says the grand vision includes space elevators and the ability for EVE characters to go planetside and DUST marines can visit a space station. Check out all the details over at Joystiq.