Right now Frontier and Midwest have different computer systems, so you cannot check-in online if one of those segments is operated by the other carrier. I think they are planning on merging the computer systems later this year. Try checking in for the Midwest flight at www.midwestairlines.com

Other reasons for failed online check-in are that you are on the TSA "selectee" list, or you're traveling with an infant, or the only available seats are emergency exit rows, or some information is missing from your reservation, like birth date (now required for TSA).