I've done it quite a few times. Try to get them to check your bags, as the previous post said. If not, you can do it yourself. Just think about weather, delays, if you're on a budget airline that has lots of late flights, etc. and give yourself a few hours in Dubai, or more if you're nervous. I've only been through Dubai two or three times, but I'd give yourself 3-4 hours just to be safe.