Also, do not use the word "direct" when you mean "non-stop" when talking to airline or travel agents. "Direct" has a specific meaning that is different from "non-stop".
Thanks for the quick replies and clarification! I'm from the UK, and not all terminology is the same as I know from a previous US visit. I'll be sure to use "Non-stop" next time.
OK, so I guess my question now is that assuming both flights are on time (

) would 45 minutes be too tight a window for the bags to get the same flight as us, or is it better to allow more time between connecting flights anyway?