In looking to book a flight using United FF miles on United.com I see that the Lufthansa flights do not allow seat selection. How does one pick their seats to ensure they get what they want?

Find the Lufthansa PNR and then get seat on lufthansa's own website. Definitely work.

Thanks and the PNR is what and where do I find that?

You can look at your reservation online at United. Under the United confirmation number in small print it should say "this reservation contains partner flights". Then you can click on that link and see the Lufthansa PNR. You can also call Mileage Plus for the number.

If your Lufthansa flight is inter-Europe then you cannot get advance seat reservations.

To answer your question- the PNR is the confirmation code. You do not receive it until after you book the flight. There is no way to select your seats until the booking is finished. It's not like booking directly on United where you select seats in the booking process.
It has to be done after reservation is confirmed.

You can also call Lufthansa to get seat assignments once you are booked. I also booked on UA using FF and our return is on Lufthansa. We flew to Rome on them via Frankfurt several years ago and loved their service. Looking forward to flying them on our return flight this time.