How is Dark Messiah connected to Heroes of Might and Magic?

That's right – you have to play AGAINST him. And right now, not much is known about the plot; everything will become clear with the release.

Well, actually, you won't be playing against him, but FOR him. When Arantir kills you (but you survive), he says: "The prophecy of the Dark Messiah will end here." And then, the main character himself says that HE is the Dark Messiah.