<Here are two threads that deal with your question. I've only skimmed, but you might want to read them thoroughly to see what other experienced.> (Original post)
Here is a thread on VDB:
Baggage Charges When Voluntarily Denied Boarding to Another Airline
and please read this thread, which your question has been merged into.
Last edited by JDiver; Feb 15, 2010 at 3:40 pm
Reason: changed text after thread merge