Here's what you need, a wheeled duffle that has a separate zippered compartment in the bottom with an airline-approved hard case (32, 36, and 44-inch lengths):
http://www.exploreproducts.com/kalispel ... 321404.htm
Short of that I don't know if TSA would let you go through their inspection process and then put the locked case inside another suitcase?
Cabela's used to make a less expensive one but I haven't seen them in awhile.
I travel for work all the time. The good news is that I never have to pay any baggage fees. The bad news is that I fly with a bunch of people who don't have that luxury, who therefore end up trying to carry on way more stuff than they should. The airlines need to wake up, realize all they have done is create another problem (including push-back delays while people try to stow their gear in tiny overhead compartments), and drop the bag fees.