http://www.continental.com/CMS/en-US...edBaggage.aspx
"OnePass Presidential Platinum, Platinum and Gold Elite members, United Global ServicesSM members, MileagePlus 1K® and Premier Executive® members,
and Star Alliance Gold members get up to three checked bags free."
You should be covered by that.
Worth noting that CO's systems do not allow FF number changes on award tickets (must be the account from which the miles were pulled).
So you will need to bring your US card and get an agent to manually override it, which means you're subject to interpretation. Get to the airport early.