It really depends on how far apart the outbound and return are.

If the return is more than two days later, then you shouldn't have a problem. Put your WP# in the record when you book the ticket. The miles should post 2 days after you fly the outbound. Then either change the FF# in the reservation at nwa.com, or simply wait until checkin and change it then.

If, however, the return is less than two days after the outbound, you may have trouble. I've seen cases where changing the number before the return caused the outbound to post to the new number.