They can't be transferred between programs. The best thing to do is to credit a few more flights into Skypass until you have enough miles to cash in an award.
You'll be able to cash in for an award on any Skyteam carrier plus any additional non-ST carriers that KE happens to be partners with, so CO isn't your only option for redemption.
Take a look at
www.skyteam.com and you can get an idea of the variety of Skyteam carriers that you have available.
The link for Korean Air's partner mileage chart is:
http://www.koreanair.com/local/na/gd...g_sp_rm_pa.htm