Hello and welcome to Flyertalk.
Some Lufthansa flights earn miles and some don't depending on how much you pay for the the ticket. That correlates to the booking class, and you can look up what the booking class earns on Continental here:
http://www.continental.com/CMS/en-US...ePartners.aspx
There are still slight variances between CO and UA and no combined earning rates for 2012 have been released yet.
The merger shouldn't affect you too much. Even with the recent decreases in benefits for elite members starting next year, if you fly 50,000 miles or more/year then UA is still an excellent choice, so I would stick with them.
The two airlines technically are one single airline as of right now in the eyes of the air traffic controllers, but we won't see a fully merged airline until March next year at the earliest.
Also, I would recommend reading through the United and Continental FAQs so you can learn the lingo and answer your next questions ahead of time.
Combined carrier FAQ:
http://www.flyertalk.com/forum/unite...mysteries.html
CO:
http://www.flyertalk.com/forum/conti...mysteries.html
UA:
http://www.flyertalk.com/forum/unite...-glossary.html