Welcome to the boards Ana....ALL airlines participate in the arrival perks of DME. You call DME, make your reservations, they send you an info packet with yellow luggage tags (similar to normal airline white ones) that you will afix to your luggage when you leave home. Then, at your home airport, you check your luggage as usual. When you get to MCO, go straight to the DME check-in desk on the lowest level on A side. They will stamp your voucers (only one person need stand in the line), you will be directed to which bus line you will be on. Then, the driver will scan your vouchers and off you go. Check-in at your resort and your bags will arrive a bit later...depends on when you are able to get into your room.
Now, the trip back home is where participating comes into play. If you are flying a 'participating' airline, you will be able to check your baggage with the airline, at your resort. You go to the DME desk in the resort, and it will be just like you are at the airport. They will check your ID, take your bags and tag them for your home airport, and print out boarding passes for you. You can then enjoy the rest of the day (or hours, depending on when you leave!), and return to the bus area to hop on your bus at the time they told you when you checked in at the desk. If you are not flying a 'participating' airline (and I don't think you are at this point) you check-out of your resort as usual. You can leave your bags with Bell Services and when you are ready to leave, you just go to them to retrieve your bags. Then go to the DME bus area and board your bus. But your bags will go under the bus. When you get to MCO you do the same as normal...go and check your bags and head for security. The perk of being able to check your luggage at the resort is the only difference.