These will dubbed "Challenge Rooms" apparently, and one of the aforementioned scenes will feature a Little Sister stuck on top of a Ferris Wheel in Sander Cohen's Chamber of Thrills. It's your job to rescue her.
1UP: "[The DLC] isn't really tied into the main storyline in any fashion, aside from references to characters that appear throughout the game. You just focus on solving the puzzle and that's it, so some might be disappointed that the extra content hasn't been fleshed out beyond that."
More through the links.
By Mike Bowden