Definitely do NOT put bags beneath your legs. I would try to put them under a child's legs (if they let you, they wouldn't let me one of the times I rode because my child was then unable to bend her knees at a 90 degree angle???). If you can't do that, put them on top of the bar....they really won't go anywhere, just hold with one hand or put a leg through a strap, etc. I don't think I could have ridden it with a bag under me, but I knew from the DIS that I shouldn't attempt that.