At JFK there is a bag drop / help desk for various airlines just to the left as you exit customs. In my experience with transfering to AA, you can only check in there if you have a through-ticket jointly issued by one of the airlines for the entire journey and your bags are already tagged for the ultimate destination. The hard part though has been getting EK to do so in Dubai. If they wont, then you must haul your bags (make sure you rent a cart at bag claim) on the little AirTrain to Terminal 4. It is a 20 minute journey. That whole experience has just recently gotten much better and easier however as AA just opened their new departures terminal. It used to be impossible to find the old one amidst the ongoing construction at JFK.

One time, out of frustration and somewhat of an experiment, I booked the Emirates limo drive service (on a business class ticket) to pick me up at Term 9 and drop me off at Term 4. They didn't seem to mind at all and it was in the end a pleasant little interlude in a very nice car! The limo drive guy is standing right there as you exit customs. good luck!