Basically, DME is tied to your resort reservation. You leave from the resort you are at on your checkout day. While your checked luggage may go on ahead of you, I'm sure you'll have carryon stuff with you. Most people don't want to carry that around the park, so leave it with bell services at the resort. You should leave the park about 90 minutes before your bus pickup time...give you plenty of time to get back to the resort, grab any bags left with bell services, and be on time for the bus.