OK, I took a stab at this one...I think you need to call UA. However, if you enter each city separate, chose 940 from MSP-ORD, and then 940 ORD-FRA, the F cabin will pop up because on the UA940 MSP-ORD, there is C space allocated which is recognized as the F cabin.

The return, UA941 ORD-MSP is the problem...because UA941 is FRA-ORD, and you won't be there...you'll be in LHR.

On the other hand, when you enter in your original information, all of the fare classes are correct, so almost certainly you can call UA after booking online (if you're after mileage bonuses), and they can assign the rightful seats to you.