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Theres a button on top of the account listing that says "Link an Account"
good luck, it all depends on the cards involved, so far none of my citi backed cards have been able to be linked, so I currently have 4x citi online accounts
Citi Hilton Gold
Citi Simplicity
Citi Home Depot
Citi BestBuy.
it doesn't surpise me that the store cards can't be linked, but the other two are visa cards...
All my cards are on the same account. =]