Some possibilities:
1. If you haven't already, try entering the itinerary through the multi-city search to force the connection through MSP rather than IAH.
2. Try calling the Co.com helpdesk. They may be able to enter the flights and then you can finish ticketing the reservation online.
3. I know that Delta/Continental codeshare agreements require connections so that one flight is on "native" metal. Does anyone know about similar rules CO/NW codeshares?
4. The NW website has generally been discussed as more complete for purchase of CO codeshare combos. Can you match the fare there?


Good luck!