For the flights I looked at, the flight number changes from BWI-MCO, which usually means you will have to change planes. It also indicates a city code and numeral (BWI/1) which according to the SWA website, City code with a numeral indicates city where change of plane occurs and the number of stops including the connecting city.
For the random day when I checked flights (19 January 2007) there were four nonstop flights from Manchester to Orlando, FLT #1029 leaving at 7 am, FLT #455 leaving at 11:15 am, FLT #2742 leaving at 1:40 pm and FLT #1242 leaving at 8 pm. I'd definitely try and get one of these!