$installer =  new Mage_Sales_Model_Mysql4_Setup('core_setup');
$installer->startSetup();

$installer->addAttribute('order', 'erp_associated_ids',  array(
    'user_defined'  => true,
    'type' => 'varchar',
    'backend' => 'mycompany_mymodule/adminhtml_system_config_backend_csv',
    'label' => 'Associated Order IDs',
    'input' => 'text',
    'source' => '',
    'visible' => true,
    'required' => false,
    'default' => '',
    'frontend' => '',
    'unique' => false,
    'note' => 'CSV of order IDs'
));

$installer->endSetup();

class Mycompany_Mymodule_Model_Adminhtml_System_Config_Backend_Csv extends Mage_Core_Model_Config_Data {

    protected function _afterLoad()
    {
        if (is_string($this->getValue())) {
            $value = $this->getValue();
            $this->setValue(empty($value) ? false : explode(',', $value));
        }
    }

    protected function _beforeSave()
    {
        if (is_array($this->getValue())) {
            $this->setValue(implode(',', $this->getValue()));
        }
    }
}

Mage::getModel('sales/order')
    ->load(25)
    ->setErpAssociatedIds(array('12345', '98765'))
    ->save();