Hi Minkydog,
When you collect your baggage in philadelphia there is a transfer point where you simply drop your bag onto a belt for your next destination. You don't need to go back to the check in desk.
One point about Philadelphia and US airways is that the baggage handlers are extremely slow. Make sure you have enough time between your flights to allow you to collect your bag (it can take the 45 minutes) and move to the next gate including going through another security check. If you only have 1 hour between your flights I suggest you take the required luggage for day 1 as carry on.