Checking in luggage for a UA reservation that connects to a separate reservation on a different carrier is an "interline" baggage issue. Lots of information on this forum about interlining bags. Generally, should not be an issue to have United transfer bags to CX. I've done this a number of times into and out of Asia (though never to CX) and have never had an issue. Always arrive at your baggage check-in counter (here, UA in SFO) with a printout of your other (here, CX) reservation.
Check here to start:
http://www.flyertalk.com/forum/unite...greements.html