You don’t really link your Sony Entertainment Network (SEN) account to your Origin/EA account. Rather you link your SEN online identification (ID), which is only part of your SEN account, to your Origin/EA account. Your SEN online ID is called a persona. So, technically, you are linking your persona to your Origin/EA account.
If you need information on this, then look for the post entitled “Linking Your Persona To Your Origin / EA Account (version 2)”. This post was made on Wednesday, February 22, 2012, in the following thread.