Travelling from London Heathrow Airport to Ahemedadbad airport via Mumbai Airport?

hi, i am travelling to ahmedabad from london heathrow and i booked flight with kingfisher airlines. As my flight is via mumbai where there is a 8hr hold, i wanted to know that when i travel from london heathrow to mumbai, will i need to pick up my checked luggage from international mumbai airport and transfer it to domestic airport or will the luggage meet me at the final destination at ahmedabad. If the transfer at mumbai airport is invloved then can you explain how to do so.