Since you were included in a CO composite tax return you are not required to file any CO nonresident tax return.
Additionally, you are able to claim this tax paid on the federal return Sch A.
Finally, PA allows for a credit for taxes paid to other states for income also taxed in PA. You will need to completed form PA-40 G-L. See the attached form and instructions:
http://www.revenue.pa.gov/FormsandPublications/FormsforIndividuals/Documents/Personal%20Income%20Tax...
*A reminder that posts in a forum such as this do not constitute tax advice.
Also keep in mind the date of replies, as tax law changes.