You haven't gotten there yet, but in season five the series will make direct reference to Star Trek: Deep Space Nine in the episode "Extreme Risk" (although there are no character crossovers). The result is an utter failure.
To be honest, that episode is based on information we learn in the 4th season episode Hunters
, which immediately follows Message in a Bottle.
So, if you're looking for your DS9 crossover, you're going to get it in the very next episode.