I think I follow your question, but I have to admit, your aren't expressing yourself very clearly! Let's see if I have it right:
1) You need to go from BWI to DEN
2) You saw that there are cheap fares in the BWI-MCI market
3) You bought two tickets, one BWI-MCI, and one MCI-DEN
4) Your BWI-MCI flight is direct (one flight number) but with a stop (most likely ORD)
SO....
5) You will get two segments credits for the BWI-DEN trip, one for each flight number