We love Magical Express! It gets your vacation started on a Disney note, right from the minute you leave the airport.
To book it, you just send your flight information to your
travel agent (or book through ME directly if you didn't use a travel agent), about 2-3 weeks before you leave, you'll get boarding passes for the bus, and luggage tags to put on the bags you want taken directly from the plane to the hotel. You don't have to visit baggage claim at all.
Go to the Magical Express check in desk, and they'll direct you to a bus, and you'll be on your way to the hotel!
Your bags should appear 3-4 hours later at the hotel.
I'm probably forgetting some important detail.
Let me know if you have any specific questions!