As long as you are a member of both UA and CO programs by the date of the flight (today), you can choose the credit later, which makes sense.

I don't know CO's system but UA has a (practically) automatic status match/challenge from DL. You get the status for 90 days and keep it if you make the miles on UA or CO (both count now) credited to UA.

http://www.united.com/statusmatch

If you email them the information before your flight you may be able to have the challenge back dated to the date of your email so as to include this flight (I've heard reports to that effect).

UA and CO qualifying miles will be combined at the end of this year.