The sure way to do it is by contacting the hotel directly. I always email the property and request that my PL confirmation # be added to my MR account. Of course you give them your MR account # along with mentioning of your Elite Status. The said hotel will acknowledge and add the reservation to your account. Shortly after that, you logon to your MR account, you will see the reservation on record (as said by many posts, not editable). Sometimes (I guess it depends on the property) the hotel will point out that PL reservation will not get you reward points. And sometimes they don't mention it.
I had also tried successfully email the MR concierge. The Concierge said he (she) could not do it but had informed the property and they will honor my request accordingly. The concierge had a rather long (looks like a standard) letter as a response to my request. Sure enough, a day later, I saw the reservation record online.