If you want the bonus miles and Milage Plus miles, you might be able to do it (I'm not sure, but it's worth a shot if you'll probably never use the Delta miles).

Book your fare online with Delta ... you have to have a SkyMiles number to book online anyway. When you take the flight give them your MP number to earn miles. I wouldn't be surprised if you get the online booking bonus in your SkyMiles account, but the flight miles show up in your MP account.