Flying DLH-MSP-EWR-BCN you don't have to do anything different in the US. There is no exit immigrations or customs to depart the US. The EWR-BCN flight will depart from a regular gate, just like any other flight.
Once you get to BCN, you will go through Immigrations and Customs upon arrival.
First, here is a map of the Newark airport that will help you:
http://www.continental.com/web/en-US.../maps/ewr.aspx
There is one item of concern: Who are you flying from Minneapolis to Newark?
Continental, Continental Express, or Northwest?
I presume you are on the Continental flight from Newark-Barcelona.
At the Newark Airport, Northwest operates from a different terminal. NW operated flights use B-1. If on NWA, you will need to exit the secure area, proceed to the AirTrain (see map), and take the AirTrain to concourse C where Continental operates.
Continental Express uses gates in both Terminal C and A. If you arrive in A, there is a shuttle bus that connects A with C, where the Continental flight to BCN will depart.
Once behind security in C, locate the gate for BCN, board when called, and off you go!
At DLH, hopefully NWA will print all of your boarding passes, including the Newark to Barcelona. If they do not, check in Minneapolis to save time in Newark.
Two last things:
(1) The Continental flight from EWR to BCN is on a narrow-body Boeing 757. Not a lot of room to get up and walk around, but at least it is an overnight flight.
(2) Have a backup plan if you misconnect. The Newark airport gets busy in the evening and sometimes arrivals get delayed. If you misconnect, I would ask them to re-route you via Amsterdam. There should be plenty of options to be re-routed so that you don't get stuck in Newark for the night.
Enjoy Barcelona! It is one of my favourite cities - if you have any questions about Barcelona, let me know.
I travel there on a regular basis and love the city! The one thing to watch-out for in Barcelona is pick-pockets and petty crime. I've never had a problem - but watch your belongings.