how does one credit miles to the airline of choice within the *A?

before, during, or after travel?
what action must you take? can i credit mileage to a FF program of an airline I have never flown before?....

can I transfer UA mileage plus over to Aegean?

When you buy the ticket, or at the airport before the flight, have the carrier you are flying on put the *A partner number on your ticket. You can credit any flight on any *A carrier to the FF account of any other *A carrier (does not matter if you have flown that carrier or not). Once it is in one carriers FF program the miles will stay there and there is no real way of transferring. For more information on transferring miles see: http://www.webflyer.com/programs/mileage_converter/

HOWEVER, be aware that the mileage earning on various *A carriers are different - depending on what the fare code is (discount Y, F, C, full Y etc)

You can't just move the miles directly. The page linked to the previous post will tell you what indirect methods there may be. Using those methods usually involves losing a lot of their potential value in the transfers.

However, since both UA and Aegean are members of Star Alliance, you can use UA miles for an award on an Aegean flight if that's what you're really after.

As for crediting to another airline: Usually, when you buy a ticket, you put in a frequent flyer number. That's where all your credit goes. In theory, you should be able to change that number individually for any segment you haven't flown yet. In practice, this doesn't always work. It's safer, though more effort, not to put any FF number in when you buy the ticket and have each one entered individually at the airport. If any segments then don't post automatically, you'll have to follow up with the airline for retroactive credit. This usually works, eventually. Retroactive credit to one member is often impossible, at least much harder, to get if a flight has already been credited to a different member.

Also, if for some reason you need to get credit for miles after flights on partner airlines, keep your boarding pass and other information, because often you are required to provide fairly detailed information including your seat assignment.

...also
many of these thoughts come from the hoopla of Aegean air as it seems to be easy to make *A silver on them at 4000miles.

however...if one can make UA premier in 2011 at 25k miles...that yields *A silver as well, correct?

is there any benefit to one over the other? most FF programs make status that lasts only for one year (for the lower tiers)?

Some airlines even require you to submit the original boarding pass for retroactive credit, to provide them with some protection against your requesting and receiving credit in more than one program. (At least one such airline with which I'm familiar is reasonable about enforcing that rule, though.)