Assuming you have a card based in the United States it is a rather trivial process. Log in to the Membership Rewards site. Search for Continental to find the 1000 MR points = 1000 OnePass points award and select it.

Right next to the picture of the airplane you should see two links, one of them says "Link your OnePassŪ Miles account." Fill in the details there and you should be all set. Make sure to choose Link additional programs and not Enroll additional programs when you have that choice.