I tried to do that today with a flight that I booked nearly a week ago. They told me I could only do it if I paid a $150 change fee, so I just booked it directly through USH. (I also tried booking just JRB-EWR round-trip online through Continental's website, but it wouldn't let me.)

From what I gathered, it seems like all you have to do is give them your OnePass number when you check in, and you'll get your miles. I could be wrong, though.