I can't guarantee that it will work, but I think your best bet will be to check in ONLY for the first flight. You won't be able to do that at a kiosk or online, but an agent should be able to do that for you. Since you'll only be checked into the first stop then they should only be able to check your bags to the first stop too. If they ask you about it, you can mumble something about possibly needing to change flights once you get there or something.