We think that there is no special relationship. Our views may change, since neither dark matter nor dark energy is well-characterized, but here is the standard current story.
Dark matter consists of particles which happen to not interact with our type of particles except by gravity, or perhaps by some other very weak effects. Dark matter clumps in the same galaxies as other matter, and generally seems not too mysterious. Perhaps it's not surprising that some of the constituents of the universe don't have much interaction with us. There are some experiments underway to look for particular particles suspected of being part of dark matter.
Dark energy is more peculiar. It shows up as a gravitational effect driving an acceleration of the expansion of the universe. That's what one gets if there's some form of mass/energy which is not present in fixed amounts but rather in fixed density. In other words, whatever space forms automatically fills up with the dark energy.
There are a variety of ideas as to its origin, all speculative. One possibility is that space is stuck in a state with a little more energy than the lowest possible energy state. At some point in the very distant future, a collapse to the lowest energy state would occur, essentially wiping out whatever was around beforehand. There are some indirect tests underway for various physical theories which might shed light on the where the dark energy effect comes from.
(published on 08/23/10)