Ironically enough, I can provide insight on this, because they did do this for me - without asking.

I has flights in early Feb, and my challenge email came on 2/22, and it was backdated to 2/3/08 to go w/ earlier flights.

I did call to have it start on 2/22 because it will yield a better 90 days for me that way, but this shows it could be done....

I would work towards getting the challenge first, then requesting back dating..