This has been covered a few times before, but the other problem is: most UA agents don't know how to do this properly, and only do so if they luck into it.
There are two separate fields in the UA check-in system for FF numbers:
1) for which program's attributes to use;
2) for which program to credit FF mileage to.
Most agents will change #1 from MP to AE. This will have the effect SH describes above, but also will NOT credit the flight to AE - EVEN THOUGH IT SHOWS THE AE # ON THE BP.
As such, you may be best to put NO FF # on the flight unless you can do it via a Mr. Checkin machine or through OLCI.
Simon