I have done this as well. A couple of years ago, I booked a one way ticket from ERI to DFW, connecting in DTW. The ERI-DTW flight was on a CRJ200, so no first class. $160 for Main Cabin, I think it was around $380 for first class. When I went to "My Trips," I was able to upgrade the the DTW-DFW flight for $92, making the itinerary total $252, and I was booked into first on the only segment that was "firstable." Worked out for me!