Like Oscar said, just follow the directions. I also fly for Southwest, but I do list myself every single time I j/s.
By listing yourself ahead of showing up at the gate, you are showing a courtesy to the gate agent who would otherwise have to enter all your data into the computer. You are helping them out by doing most of the work ahead of time.
If it is a very last minute thing, no worries, the Southwest gate agents will surely help you out and create the listing for you and print out your boarding documents. (Just remember, they likely just had 137 customers all wanting something, needing something, asking for something, etc.) Sitting in front of the locked door is the easy part of the aviation industry.
Just a thought.
