Originally Posted by danger

Absolutely no need to cancel.

The airline you book with (or the platng carrier) has no bearing whatsoever on mileage accrual. You simply need to put your AA FF number in the reservation. You can do this at the airport when you depart or earlier (probably by phoning AA with your ticket number). As BA ticketed it you may also be able to phone your local BA officr and ask them to do it.

If you are accruing to AA make sure you're maximising AA codeshares where possible.