OMG ! That's terrible. I have no idea what the rules are with KLM but something doesn't sound right to me. I'd immediately notify NW and KLM of the sitaution, and I'd pursue it with the EU agencies that you can file complaints with. But NW issued it, and if NW issued and informed you of the rules then I'd also be upset with NW. You had the ticket in your hand issued by NW for the flight on KLM. I would immediately inform NW that you are willing to file a DOT complaint on them. If NW makes it right with you then I'd personally hold off on the DOT complaint but if they give you a run around or don't handle your costs then I'd file for sure. That's on top of small claims when you get back home.
http://airconsumer.ost.dot.gov/problems.htm
Now, here's a little something I found out. If you make it a discrimination issue, if you claim discrimination (age discrimination) then by law they are required to do an internal investigation and they have 30 days to issue their findings. You can probably claim breach of contract as you had the ticket but if you do or say anything that indicates discrimination then they will immediately shut their mouths, transfer you to someone higher up, and they will shut their mouths also and not say a dang thing to you except that they will investigate it and respond in writting in 30 days. Which is kind of frustrating (or it was to me and this was on a different US based airline not NW but I assume the rules are the same as it was a legal matter). So if you are looking for immediate resolution don't make it a discrimination issue as they will take all 30 days to respond and it drags out longer then that as you go back and forth after that. I'm not sure how making it a discrimination issue will help you since it was a KLM flight but it was NW that issued you the ticket and you were denied service and did originate in the USA, they should be bound by what they issued you and if they issued you an infant ticket and denied you boarding because it was an infant then that is discrimination IMO. Add to the fact that they were willing to extort 6 K from you then something just doesn't sound right.
Before a small claims you should give them a chance to make it right by notifying them as that normally is the first thing in small claims that comes up, "did you notify them and try get resolution between you two before you filed." Should their investigations and resolutions to you not make you happy then file the complaints with DOT and EU agencies and such and go to small claims if you wish. I'd make NW pay as they ticketed it, and if the rules are what they say that no infant in first on KLM then NW should have known this and not issued you the ticket. Either way it's a NW problem IMO as well as a KLM problem.
I've flown both Domestic and Asian based carriers with children (infants and kids with their own seats) in FC with no problems ever from the airlines. I just can't believe you switched your plans around, I would have gone through the roof over this right there and been burning up my cell phone battery on the phone with every airline involved.