Here is some copy I pulled off another thread that explains how to get these runs on Expedia. I got an 8 segment DL run using Expedia without doing anything special.

Having just done the same thing recently for an 8 segment LIT-STL trip on DL, here's the procedure: once in expedia.com, click on multiple destinations, then enter your flights in groups of two (i.e., SDF-COS/COS-SEA, etc.), select Delta as the airline of choice and click search. Ignore the high fare displayed($1681 in this case!), click on "build your own trip," and repeat the process, selecting, of course, all flights w/ connections in order to get your 8 segments. For a 10/19 departure, and a 10/20 return, the above itinerary priced out at $279. Voila.

I hope this helps.