When you buy the ticket, or at the airport before the flight, have the carrier you are flying on put the *A partner number on your ticket. You can credit any flight on any *A carrier to the FF account of any other *A carrier (does not matter if you have flown that carrier or not). Once it is in one carriers FF program the miles will stay there and there is no real way of transferring. For more information on transferring miles see: http://www.webflyer.com/programs/mileage_converter/

HOWEVER, be aware that the mileage earning on various *A carriers are different - depending on what the fare code is (discount Y, F, C, full Y etc)