From the FAQ:

WHAT DO I NEED TO DO WITH MY NEW MEMBER NUMBER? HOW WILL THIS IMPACT FUTURE RESERVATIONS I’VE ALREADY BOOKED?

New member numbers will be automatically applied to any existing reservations and linked with your Starwood Preferred Guest® Credit Card(s) from American Express. Remember to apply your new number to any new hotel reservations and meetings/events bookings that you make and confirm that any travel partners have your updated information.