My only reason for considering opening a skymiles account is to be able to use delta.com to view my itinerary and checkin online (so I get good seats).
But if I check in online using a skymiles number, I'm afraid I won't be able to transfer the credit to WP without major hassle. Maybe I'll try calling Delta's online support and see if they know.
I sure wish Delta was set up like NW and CO, where you can put in partner-airline ff#'s when you book or checkin online.