to tell the truth-i've always had to get a connecting flight-but you do go through customs then have to wait for by the carousels while the luggage goes thru customs, then go to your next flight terminal and drop off the luggage again. i'm pretty sure this is the procedure. someone here will correct me if i'm wrong i'm sure!
how about on line while here?
another option is having it delivered to a friend in the states and have them send to you....