$wpConnection = $webpartmanager.SPConnectWebParts($wpProvider, $providerConnectionPoint, $wpConsumer, $consumerConnectionPoint, $transformer)

$web = Get-SPWeb ($siteurl)
$list = $web.Lists["Web Part Gallery"]
$wpManager = $web.GetLimitedWebPartManager($web.Url + "pages/pagename.aspx",[System.Web.UI.WebControls.WebParts.PersonalizationScope]::Shared);
$wpl = $list.Items | where {$_.Title -eq "Your Webpart Name"}
$xmlReader = New-Object System.Xml.XmlTextReader($wpl.File.OpenBinaryStream());
$errorMsg = ""
$webPart = $wpManager.ImportWebPart($xmlReader, [ref]$errorMsg)
$wpManager.AddWebPart($webpart,"Header",1)
$wp2 = $wpManager.WebParts | Where {$_.Title -eq "LeftMarginFilterWebPart"}
$conWP = $wpManager.GetConsumerConnectionPoints($webpart)[0]
$provWP = $wpManager.GetProviderConnectionPoints($wp2)[0]
[System.Reflection.Assembly]::LoadWithPartialName("Microsoft.SharePoint")
#if these are ootb web parts you need to set the trans up and call the overloaded SPConnectWebParts with $trans as the last param
#$trans = New-Object Microsoft.SharePoint.WebPartPages.SPRowToParametersTransformer
#trans.ConsumerFieldNames = new string[] {"Category"};
#trans.ProviderFieldNames = new string[] {"Title"};
$newCon = $wpManager.SPConnectWebParts($wp2,$provWP,$webPart,$conWP)
$wpManager.SPWebPartConnections.Add($newCon);
$wpManager.Dispose()
$web.Dispose()