Ditto on the "both" option. I have, in the past year, rec'd credit on UA and USAir on a bump, UA and AA on a weather cancellation (plane stuck at DEN) and UA and Delta on a delay that would have missed a connection. Each time, UA gives me a form to fill out and I get the UA miles (which DO count toward premier and include bonuses) as well as the miles on the actual carrier (by presenting ff card at the gate).

Works like a charm!