I've had lots of success skipping the first segment.
All you have to do is pay the higher airfare to fly out of the hub.
If you want the convenience of a direct flight, then you'll have to pay direct-flight pricing.
Unfortunately, that doesn't work the other way around - I fly out of EAU, and it's always more expensive than flying out of MSP! (CWA/LSE/RST/DUL are all cheaper since NW is competing on equal footing there with UA/AA/others)