Here's a page from the Timaticweb (data base the airlines will refer to) that seems to say you'll obtain a visa on arrival (US$25) if you claim bags and go through customs. If you've obtained your RTW ticket number (not the PNR locator) in advance, the original airline might be able to through-ticket your bags to your first RTW stopover, but that would be at the discretion of the originating airline, assuming, of course, that they have interline arrangements with the first RTW carrier. I would bet against it, however, and just figure you'll go "landside" at CAI.