I recently purchased a round-trip ticket through American Airlines with the outbound segment from the USA to Europe on KLM and the return segment from Europe to the USA on American. I am a member of Continental's frequently flyer program and have enough miles to request an upgrade reward on KLM. However, when I called Continental, I was told that it was not possible for me to request an upgrade because I had purchased the ticket through American. (They said that had I purchased the ticket through KLM or Continental, I would be able to use my Continental miles to upgrade on the KLM flight.)

Does anyone know of any way I can request an upgrade reward on the KLM flight, having purchased the ticket through a third party (American, in this case)?

Thanks!