Flying South West airlines

Hey guys, im trying to book a flight home from New Orleans, and I called to see about insuring my bow in case it got lost or stolen. I was told there is no insurance available to be purchased. Just wondering how the fellas that fly with thier bows go about it. Is it not a big deal or can u recommend another airline. They are only affordable choice that flies close to home but I'd be willing to pay a lil extra to make sure my stuff will be there when i get off the plane. Flying into Harlingen by the way. Thanks in advance