You'll need to clear customs with the bags. If you want DME to take care of the luggage (so you don't have to take it to the bus, but get it conviniantly delivered to the room

), you can leave it on a designated belt after clearing customs. DME will take it from there, just as they would if you were to entry the country through another US airport before arriving at MCO.
Just come to think of it; I've done it at DTW. Last flight I transferred flights there. Got the luggage of the belt (well, had airport assistance do that), clear customs and could put the luggage back on a second belt so the airline could get the bags on their way. I didn't see the actual second belt, as the airport assistance guy had taken care of that and returned before I even was cleared myself. I was only wanded and patted down, so the second belt must have been around the corner.
I know it sounds like a real hassle ( I had a worry about it also before realised I've been in much worse situations and never got myself into anything that could'nt be fixed so why worry), but it'll probably be very OK. You're not alone in having to do this and with lots of pax having to do this, I doubt it any airport will want to make it more difficult than has to be.
I don't know if there are any luggagecarts at that point. At DTW there were. But really, if you're worried why not get airport assistance? Maybe you'll find you don't need it; great! If you do run into some situation the helping set of hands will be very welcome. Tip the guy/girl a couple of dollars and you're all happy.
