I created a Steam SK account when I first heard about the game on Steam. Now I have a non-Steam SK account which I made with my Facebook credentials. I can't actually do anything with this account because Spiral Knights only allows so many free accounts to be created from one computer or something. Whatever. I just want to merge the two accounts, but I'm not sure where. I certainly don't see any means to on Spiralknights.com.
http://wiki.spiralknights.com/Steam_FAQ
There may still be a hitch with the facebook login since the webkit browser in Steam has some compatibility issues.