I run into this all the time even with separately ticketed all UA itineraries. I usually make my international flight reservations early but the domestic legs are primarily business and change on a week to week basis so I never know where I'm coming from or going to be, so I always have two itineraries.
The change does require a call to ops and your baggage has to be flagged as VIP for some reason. If there is an international flight, the domestic leg has to be added to the international reservation, just as an fyi. All of the flight information from one reservation has to be entered by hand into the other.
As far as I know there isn't a policy on this, it's just annoying because it takes so long. Yesterday I had an agent who actually knew how to do it and it still took her close to 15 minutes furiously typing away. Just make sure you get there early and play nice!