You have to have SkyPass to buy tickets on the KE site.. Once you do that you can TRY to change your FF# to your Delta account. Like so many things with KE (and, to be fair, most other airlines) it really depends on the person you end up contacting. I've managed to do it but the hassle factor is so high I just avoid buying from the KE site. In the US I have managed to get the same prices on Orbitz. In Korea I have managed to get the same prices using an agent.
Good Luck!