Connections is a new feature of Microsoft Dynamics CRM 2011 that enables your users to connect two records together by using a connection role that you have defined.
A connection role defines the type of relationship between two records and each connection role can have matching connection roles that describe the reciprocal relationship. When we create a connection between two records by using a connection role that has a matching connection role, a reciprocal connection is automatically created.
For example, Contact A could be connected to Contact B with the Parent connection role. The Child connection role is a matching connection role of the Parent connection role so Contact B is automatically connected to Contact A with the Child connection role.
The connections feature supersedes the relationships feature in previous versions of Microsoft Dynamics CRM.