In my expirience, I would be extremely careful and save all ticketed receipts.

Before I started flying regularly, I had a couple of flights on Air France and signed up with their "Frequence Plus" plan. Awhile later, I took some Delta flights, purchasing them on the web (where I had a skymiles number).

Wanting to reach an award level on Air France, I asked them to put in my "Frequence Plus" number at the ticket counter in DAY. They looked at me like I was crazy and asked me how to put it in! Well, to make a long story short, even after assuring me it was in, it was not. The strange thing was, I didn't even get skymiles.

After the flight, and waiting a few months for an Air France statement, it wasn't credited. Called Delta, sent me to Air France. Air France sent me back to Delta. I gave up and have never flown either of the two airlines since, even though I am in Delta land.