Heh, I briefly tried running my fiancee through Rise of the Runelords (3.5). She rolled two characters with the standard method, coming out to something like a 55-point and a 40-point character. Those two characters managed to survive the first day's encounters, which I thought very cool. Evidently, she thought it very harrowing, and we stopped. She also said that it was hard having no other characters in the party with whom to roleplay.
We're going to try again with 4e, and my plan is to again use two PCs, since doubling the XP budget seems too valuable for encounter design. My thought is that she will control both characters in combat, and I will roleplay the sidekick outside of combat. I might create the sidekick as an NPC (DMG p. 186), but I worry that with only one healing surge per day, the sidekick will never the able to keep up. On the other hand, perhaps it will keep the sidekick from possibly overshadowing the hero of the story. The other question is how much additional XP budget to add for including a NPC in the party, presumably not as much as adding a full PC. The downside of adding a second full PC is of course the complexity for the one player.
In your case, perhaps you can maintain the sidekick's PC character sheet but allow your player to use free actions to give the sidekick plenty of orders (since she's good at giving orders!). Things like, "take out the minions first" or "help me flank this one." Of course, the key is to minimize the sidekick's agency, just have him or her by an extension of your player's agency.
(I do think that adding some kind of "cohort" is a good idea, since your player wants to run a warlord, and so many of her powers rely on the existence of an ally.)
Finally, while you certainly should not run Keep on the Shadowfell without modification, the real question is how far can you scale it by reducing the XP budgets of the encounters accordingly. Perhaps you could rewrite the {spoiler}ful of solo monsters into elites and otherwise prune down to about two monsters or one elite per encounter. The real question is how much does the story suffer for decimating the population of the dungeons and whatnot. It could be worth a try.
Good luck!