You DO have a choice - you could ship whatever you would have checked via UPS or Federal Express instead. Airlines in the United States lost 10,000 pieces PER DAY last year.
But if you're going to bring your checked luggage with you on the bus:
Do NOT attach the yellow DME tags
Pick up your luggage from the luggage carousel at MCO
Bring it to the DME checkin counter (remember, if your flight arrives on side B you will need to go down one level to baggage claim, then back up to the arrival level, across the terminal to the A side and down two levels to the counter)
Bring your luggage to the bus queue with you
Have the driver load it under your bus
Have the driver unload your luggage at your resort
TIP THE DRIVER for handling your luggage
Bring your bags with you to check in, then to your room if your room is ready
If your room is not ready and you want to do something other than sit around the resort waiting for it, you will need to check your luggage with Bell Services/Luggage Assistance
When you arrive in your room and call for your luggage, you will need to tip the Cast Member who delivers it - Disney takes care of the tipping for Guests who let DME handle their luggage as intended.