I have never sold miles (or even considered selling miles), but, were it not for my participation in FlyerTalk, I would never have thought that there was any reason why I should not do so. I earned the miles and, if I were ignorant of the info I have gleaned on FT, I would have just assumed that they were mine to do with as I wished. I do not ever recall having had this fact clearly pointed out to me by any of my airline programs.
Sounds to me, traveler101, that you (with 2 posts) might be such an innocent who was seduced by a mileage broker. Perhaps your open, honest, innocent admission and subsequent interaction with your airline will save your remaining miles.