Jet Airways — Unecessary delay in luggage

I travelled by JetAirways 9W731 I had to board Continental from Delhi. Jet Airways reached at about 12:30 PM, Continental was on 10:50 PM.
Now first Jet Airways made a through checkin for my luggage. Next in Delhi when I asked for my luggage they assured they will give to Continental latest by 8:30 PM. At international airport I started a follow up with Jet and they turned with my luggage at 10:20 PM which Continental refused to take in as it would have caused their flight to be delayed by an hour.
Then JetAirways guy assured me that my luggage will be sent in next Continental flight, even took my email to inform when my luggage will be boarded, gave his number and gave all damn assurance.
After reaching to US, and four days passed still Jet is not giving proper information to either Continental or me, It is really unprofessional and I am managing to survive in US without any of my luggage causing me lot of pain.
Jet is responsible for this either they should not make through check in and even if so then should not give false assurances. I am really short of words writing about how irritated I am feeling about Jet.