I don't know if what I'm about to say holds true for Continental, but someone can tell us if it does or not.
There is a very simple way around this, at least on Northwest. Book the flights as *separate* flights in your itinerary. That means, instead of buying AMS-LAX with a stopover in IAH, book the flights using 'multiple destinations' as AMS-IAH and IAH-LAX. Even though they are the same flight number, NW credits the flights separately. Continental probably does the same but I'm not sure. Note that booking this way means you lose the tax savings you get by booking it as a direct flight. That amounts to just a few bucks usually.
Sorry that you got bit in the butt by this one. It's been around for years and every airline does it. Experienced FT'ers and other flyers know about this and specifically avoid it unless the miles are not that important.
-RM