Best bet is to phone Iberia directly - assuming they don't levy a GBP25 phone booking fee.
To my slight shame, I booked my first ever mileage run for this weekend - a 7 segment run on UA. The very nice lady in reservations did ask why I was flying from ORD to SAN via DFW,LAX and SFO, but the answer of 'miles' seemed enough. It does feel a bit dirty though.