There's no need to call Delta. If you use your confirmation number or ticket number (which you should have received from Orbitz) to find your reservation on delta.com, you can change your frequent flyer number there. While Orbitz may continue to show your DL number, you will receive Flying Blue miles so long as that is the FF number on file with DL. Your AF number should print on the boarding pass.

Alternatively, you can just wait until check-in and ask the ticket agent to switch it.