Join Date: Sep 2001
Location: Worcester, MA, BOS, PVD, BDL, MHT, ??ORH??
Programs: Delta Platinum, HHonors Diamond, PC Platinum
Posts: 11,928
I am pretty sure that you only have to join Delta Skymiles before you FLY not before you BOOK your travel. So join online now and get your Delta Skymiles number and put your Delta number in the continental res and you should be good to go. I would think the worst that could happen was that they could deny your Delta miles then you put in a mileage request for missing Continental miles.
Be careful though, the eqm's awarded will follow CO's rules, not Delta's rules.