As carraher said, you only need to checkin once for each "direction". Once going to Orlando, once going back to Lubbock. You don't need to check in for each individual leg of each trip.

There was another thread about checking in while at WDW recently, but to recap, here are your options:

1) Check in using your internet-enabled mobile phone, at http://mobile.southwest.com, and print your boarding pass once you get to the airport
2) Go to any Guest Services desk at your hotel (assuming you're staying on-site) or at the parks, give them your ID and confirmation number, and they can check you in and print out your boarding pass.
3) Use your laptop and your hotel's internet access to check in, and print your boarding passes at the airport.
4) Check-in at the airport only.
5) Have a trusted friend or relative check in from their home for you.

I personally always go with option #1. This is the only means of checking in almost exactly at the 24-hour window, to give yourself the best chance of a low A number.
With #2 or #3, you have to take time out of your morning park-going the day before you leave (by either not leaving your room until you've checked in, or interrupting whatever attraction you're going to next to go over to Guest Services).
With #4, you will almost assuredly get a very high C number. With #5... well, I'm just too obsessive-compulsive to trust anyone else to do that for me. :-)