Thanks for all the feedback, I am on one PNR, i know that (i think) because on the UAL web site when i log in with my record locator I can see my LAN flight and on the LAN website e-ticket confirmation I can see my United flights.
LAN and UAL use different Record Locators on their systems but the ticket number matches for both.
In any case, as I read your feedback it seems i do not have to worry much.^