Call Alaska Air and tell them you are switching and want a comp to their program. They will give you a fax number to fax your recent United statement. As long as you have 1k status due to flying (not credit card bonus miles, etc) it will go through pretty quickly.

I switched from AA early in 2006 and have been quite happy. Each airline has it's pros and cons, but AS does a good job in what matters to me.