Though I haven't done it in a while, I remember it not being any problem. Actually, I'm taking a PHL-DEN on 12/18 and was thinking the same thing... But, like I said, it shouldn't be a problem.

After all, you have to think that any flight going in/out of DEN likely has lots of skis/snowboards on it - something the baggage handlers/check-in agents are surely used to.