According to the fine print on co.com at
http://www.continental.com/web/en-US...er/amtrak.aspx you'd need to book EWR-NYP and then NYP-BOS separately because of the following clause limiting non-codeshare mileage to
between New York's Penn Station and the following train stations: Boston's South Station, MA; Boston's Back Bay Station, MA; Boston's Route 128 Station, MA; Washington D.C.
I have no experience whether EWR-BOS would work too, but the fine print reads as if not.