If you have the e-ticket receipt or at least the ticket number, we can access the ticket and print it or link it to your new reservation on NW or you can have the other carrier print the ticket (but some are now charging for this). As interline e-ticketing is fairly new, many agents are not familiar with accessing, taking control and linking another carriers ticket to a reservation but it can be done. The "BUMP" program is geared to capture revenue from other carriers and of course fill up empty seats, it's idea is not for someone to regularly book on another carrier because the fare is less and then fly NW...but I suppose their is nothing prohibiting this, one is taking a chance in trying this on a routine basis and if it was noticed, I suppose we could then refuse the ticket/passenger...that would be a tough call.
To answer another post: yes, your frequent flyer miles can be applied and should you have Elite status, you should be granted the privledge of standby for first class.
A MSN-ORD-LAX ticket on UA is acceptable for a MSP connection on NW...the origin and destination are the key.