You can't. It makes sense if you think about it. Each activity has a type so that Garmin can summarize all data for activities of the same type and so that you can compare activities of the same type. i.e., you can specify activity A is a bike ride and activity B is a run so that you can easily compare A with other bike rides and B with other runs. If you did a 70.3 and totally killed the run, but the activity was stored as a single swim/bike/run data file, comparing your run to any other half marathon wouldn't work.
In the other hand, it's a bit of a functionality gap because it would also make a lot of sence to be able to record data like total time for your multisport activities in garmin connect, especially races.
