Even though you already have a boarding pass for the connecting flight, go on up to the transfer/transit counters to reconfirm you connecting flight anyway, whitle at it, show them your luggage tag (usually attached to your flight ticket or e-ticket) and ask them to check on the computer to reconfirm your luggage is indicated on the connecting flight. This does not guarantee you luggage will not be lost but it only acts as a 'checkpoint' for the connecting airline that you have a luggage going onto that flight.Bottomline, there can be no guarantee at all.

__________________
Yahoo!