It can be done, although not every front desk CM knows how (they all know how to put tickets you boght as part of a package onto the room keys, but they don't all know how to add tickets bought separately to room keys.)
ss0414's experience is a great cautionary tale, however. The plastic cards used for Key To The World (KTTW) cards at WDW may
seem more durable than the "paper" tickets (they are actually Tyvec, a near-indestructable Mylar product with paper coating), but in reality they are far more fragile in some ways.
The plastic cards used by WDW have an abysmal record of becoming de-magnetized and not working. You will hear all kinds of theories as to why this happens, from stacking them face-to-face to alien death rays, but the most popular explainations are magnetic purse or wallet clasps, and the dreaded cell phones. Personally, I think static electricity caused by friction from putting the cards in and out of pockets or lanyards is the major culprit, but that doesn't matter.
What matters is that every time your card demagnetizes, you will have to go to Guest Relations and stand in a line to get courtesy day tickets, then stand in yet another line when you get back to your hotel to get new KTTW cards issued.
The Tyvec tickets, on the other hand, have much more robust magnetic strips which rarely demagnetize. Oh, I know you're probably worried about ripping them or getting them wet, but all you have to do to keep them safe is buy a $1 neck lanyard with plastic pouch from
WalMart and keep your KTTW card and ticket in it (along with any FastPass slips you might pick up), and they will be kapt flat, dry, and in a very convenient location for easy access.
Forget about coding the tickets onto your KTTW cards; it can be more hassle than it's worth.
