Safetymom is right, but here's the basics ....
Hopefully by now you received your DME packet. In there are your DME luggage tags (yellow sticky paper). Put a DME tag on each piece of luggage you will check at your airport (I assume EWR). After you check in your luggage at EWR (or wherever), you won't see it again until it's inside your WDW resort room.
When you arrive at MCO, you and your family and your carry-ons will walk to the DME Welcome Center, which is really only a counter, right around where the rental car counters are. One person from your party waits in line to check in. From there, the CM will tell you which bus line to stand in. Wait for your bus. Board your bus (you can have the driver stow your carry-ons in the bus cargo hold if you like, and you'll have to do so for any bag too large to fit under your seat or on the overhead shelf).
Ride the bus to your resort. Up to 4 resorts may be grouped on the same bus. There's no way to know in advance which other resorts you'll be grouped with, or in what order you'll be dropped off. For any given grouping, the resort nearest MCO gets dropped off first, etc.
Get dropped off at your resort. Collect your carry-ons if they were stowed. Check in at the front desk. Within a few hours, your checked luggage will be delivered to your room WHETHER YOU"RE THERE OR NOT. That's the magical part of Magical Express. You don't have to sit and wait for your luggage. Be smart and pack for your first day in your carry-ons (you may be surprised how LITTLE space it takes to pack a swimsuit, pool shoes, PJs, complete change of clothes, toiletries, medications, etc.). I do this wherever I fly just in case the airline delays my luggage. This way, you won't be tense and won't waste time waiting for your luggage. When my luggage arrived, we didn't know it because we were in the pool with the kids, enjoying the start of our vacation.
And don't worry about tipping the Bell Services CM who delivers your luggage (in case you happen to be there when it comes). They are actually pre-tipped by Disney (to help the CM offset the fact that most people won't be there to accept the luggage and to tip).
On the way home, it all depends on whether you are flying on one of the few DME-participating airlines (airline made NO difference for your arrival). If you are flying a participating airline, you can check your luggage at your resort's Resort Airline Check-In desk. There, check your luggage and you won't see it again until it's on the baggage claim carousel at EWR (or wherever). You can also actually check in for your flight and get boarding passes. In advance, you've already been assigned a DME bus pick-up time, about 2 hours 45 minutes prior to your flight time. Just show up at the front of your resort about 10-15 minutes before the appointed time. Board the bus (handle your carry-ons the same as you did before). Get dropped off at MCO, and go right to your gate (your luggage is checked, and you have your boarding passes).
If you are not flying a participating airline, it's still simple. Show up for the bus at the appointed time, WITH your luggage. The driver will load it into the bus cargo hold, and you'll get it back when you arrive at MCO. You and your luggage have to walk to your airline's ticket counter to check in, etc. Try to find a skycap to make it a little easier. From there it's exactly the same as any other time you fly.
It is appropriate to tip the DME driver if he/she handles ANY of your bags.
Please feel free to post any other questions you may have. I loved riding DME. I wish I was riding it now -- that would mean I'm on my way to Disney World!!!
HAVE FUN!
-- Eric
