Collecting intel from Killzone 2 will grant you unlockable rewards
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Collecting Helghast intel in Killzone 2’s single-player campaign will unlock bonus content when you connect to the game's official site, according to this US PS Blog post.
Once you've done the in-game business, connect to Killzone.com to get printable versions of propaganda posters seen in the game, pages from a Helghast soldier’s secret journal or details on the wildlife present in the Maelstra Barrens.
Got good game? Then you can also unlock and download physical objects from the Killzone universe such as the "venerable art of papercraft" which can be viewed on the site.
More ways to interact between the game and the site will be coming in the months to come.