I assume that CO probably has a two hour recommend check in (6PM) for International. I would give myself then two hours for collecting luggage from your LGA flight (assuming you checked baggage), getting a cab (which can take awhile at peak times) or a rental car, and making your way through what will be very heavy traffic at 4-6PM hour.

If you are comfortable using mass transit and have limited baggage, you could do a bus/subway connection to the JFK Airtran, which at least would provide you will a narrow timeframe. But again, I would not recommend that option if you don't know the NYC subway system or have more than one bag.