I did the same thing last week, booked a 7 day advance on UA BWI-ORD-RDU open jaw on their United Connections website for the 1,000 Mileage Plus, gave my MP # on the web. Then when I checked in at BWI on 27 Mar and ORD 28 Mar I gave my DL Skymiles # to the gate agent and my boarding pass has the DL #. No mileage posted on DL yet and I hadn't check my MP account on UA yet. I flew UA rather than either DL or US where I am elite onb both airlines because 7 days out UA had a $275 fare while both DL and US wanted over $575 for the open jaw. This was leisure travel, not business.