I did it on the website on my own once (LHR-ORD-SEA, flight 87), by booking multi-city LHR-ORD and ORD-SEA. The reservation kept (like 8 times!) erasing my seat assignment (I lost some great seats, too) and everytime I called, they said "Oh, I'll just re-add it; must be a schedule change." Which it hadn't been. Anyway, the last time, someone said: "the code is all messed up; it has you flying from Chicago to Chicago in the middle. It's cleared up now." I only got the "direct" mileage. :-( Wasn't worth complaining.