If you have membership in multiple loyalty programmes, or have status in one that's not your primary, then you may encounter the situation where you need to be able to change the Frequent Flyer Number in your booking. For example, the three Oneworld programmes I tend to use are my Cathay Pacific Marco Polo Gold (Oneworld Sapphire), British Airways Executive Club Blue (no Oneworld status) and American Airlines AAdvantage member (no Oneworld status).
Finnair has the solution. Their online reservation system appears directly linked to the Amadeus Global Distribution System (GDS), as any changes made there are notified by firstname.lastname@example.org rather than *@finnair.com. You can edit your reservation in Finnair regardless of whoever else you booked it under, so long as you have the Amadeus record locator.
Tip: Some airlines, including American Airlines, book under the Sabre GDS so you need to find the equivalent record locator. To do this you can go to virtuallythere.com and it should display the Amadeus equivalent. Unfortunately I don't have any Sabre reservations to demonstrate this so if a reader can ‘donate' a screenshot that would be brilliant! [Edit: I'll update this post by Sunday 13th April 2014 to include the information from the commenters at the bottom about troubles with Sabre reservations.]
One of the most common situations to require changing numbers is for seat selection. Choosing your seat is free at any time if you have Oneworld Sapphire, whereas it's only free 24hrs before your flight if you don't hold any status. So I usually put my Cathay Pacific number in during booking, switching to either BA or AA later on to get my mileage. Most Oneworld carrier websites don't allow you to change numbers after you submit it for the first time.
To change your frequent flyer number, go to www.finnair.com and click on ‘manage my booking':
Type in your details and log in. You should be get a screen like this afterwards. Click on “Update your details in the bottom right”:
You can edit your number using the dropdown list and click confirm.
You can change the frequent flyer number as many times as you like before you fly using this method. You can even put someone else's number in to the field! I've only tried it once (out of curiosity) and I was able to select the seat free of charge for the person using my status before changing it back to their original number. You won't be able to get flight credit sadly!