I got the same message. What you'll need to do is book it is call reservations--they should be able to manually book the connection. The website won't let you book PDX-DEN and DEN-PBI on the same flight number. If you were buying the ticket, this would be a moot point since you could just book it on two different PNRs.

Now, what I don't understand (and maybe SWAV can shed some light on this), why doesn't the website pull PDX-PBI on 6/14? Flight 272 goes PDX-DEN-TPA-PBI. Two stops is legal...so I'm a bit puzzled why someone couldn't book it.