When setting up my credit card account to download transactions, it generates a new account.

When you attempt to establish a connection between the financial institution that holds the account the resulting screen that shows up typically lists each account Quicken has found using that combination of user ID and password and then, for each account, asks if you want to Add the account in Quicken, link the Account to an existing Account in Quicken, or ignore the account completely.

It sounds like you're simply clicking the default Add option instead of the Link option.