Tried to post this last week but haven't seen it...

We are traveling back to CSA in July for trip #3 from Orlando. We usually fly Jet Blue. However, fares at this point are out of sight! We are thinking of flying Air Tran from Orlando to Jamaica ( less expensive and arriving earlier. ) Then using Jet Blue to fly from Jamaica back to Orlando. This flight leaves later in the day!
When I priced a one way ticket I received a message stating that upon arrival in Jamaica I would need proof of a return ticket to the States. Has anyone used 2 different carriers and were there any inconveniences or complications? Any advice or recommendations are appreciated! Thanks!