Colbert had seven assists and six rebounds, while Terrell Brown added 11 points for the visiting Bobcats (3-5).
The Pilots held an 11-point first half lead at 26-15 after Thomas van der Mars' emphatic dunk with 5:50 left. But Montana State scored the next eight points and trailed by just two at intermission.
The Bobcats tied the game at 58 on a pair of free throws by Brown, then took the lead on Michael Dison's jumper with 7:20 left. The lead never eclipsed five points the rest of the way but Montana State held on for the win.