It is very easy. What you do is call American and tell them your situation. You are a America West elite member and would like to be comped the same status on AA's program. If AA doesn't do it try Delta, or United or someone else ect... you should not have a problem with AA however. After you are comped status on AA, go ahead and call CO one pass and do the same over again, but this time use your AA account and dont mention your HP account. That should get you comped over to CO platinum if everything works well. Just remember, once you get comped, you cant use that again with the same airline.....
Hope this helps. I am trying to do the same, but wont do it until early 2002.
Eric
PHX/BDL