This may be one of the CO/UA transition temporary problems - I thought that I'd read in the past that UA's site allowed entry of a (second if needed) non-UA FF#, like a DM#. But since the combined UA/CO is going with the CO res system (as I understand it) that feature may have been lost.
Supposedly you have two PNR's - a UA PNR in UA's system (or maybe CO's system now) and a US PNR in US' system. A call to UA should get you the US PNR and you can search for your itinerary on the US site by that US PNR, which should then allow you to put in your DM#.
Jim