If it's an intercontinental flight where you can reserve seats ahead of time, you might be able to get into the exit row by calling KLM directly in AMS. I don't think NW agents can get you in the exit row. There's always the change KLM will later knock you out of your exit row seat in favor of a KLM elite or nonrev, though.

If it's an intra-European flight, you won't be able to reserve any seats ahead of time (at least not more than a day or two before travel).

Also note that on KLM passengers travelling in the exit rows (including window exits on 737s) cannot store anything on the floor for takeoff or landing. It's all gotta go in the seatback pocket in front of you or in the bin overhead. Nothing under the seat.