If the CPU's memory controller is using ECC, then the GPU's memory accesses will be to ECC-protected memory. HyperTransport has some sort of ECC or checksum as well, I think.
Edit: Another way of putting it is - there is only one memory controller (well, with two 64-bit channels). If ECC is enabled, then ALL accesses that go over that memory controller are protected by ECC. You cannot send some accesses with ECC, and some without.