ACR MLG MADE TKOF WITH CARGO DOOR NOT SECURED. CONTINUED TO DESCEND BELOW 10000' UNPRESSURIZED.

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TOOK OFF FROM ERIE; ON CLIMBOUT AT 3000' MSL THE AFT CARGO LIGHT ILLUMINATED. IT WAS A SHORT FLT AT 10000'. THE ACFT OPERATED NORMALLY. AFTER NORMAL LNDG AT PIT AND PARKED AT THE GATE; WE WERE INFORMED OF A BAG ON THE RWY. PRESUMABLY IT WAS FROM OUR JET. ON THE GND; THE MECHANIC CHECKED THE DOOR AND LIGHT AS WORKING NORMAL. DURING FLT; THE ACFT DID NOT PRESSURIZE AND THE ACARS DID NOT XMIT OUR GATE TIMES; WHICH WOULD RAISE A QUESTION ABOUT THE INTEGRITY OF THE DOOR BEING CLOSED. IF THE DOOR WERE POSSIBLY OPEN BUT NOT INDICATING MAYBE A HANDS ON CHECK BY GND PERSONNEL WOULD HELP. CALLBACK CONVERSATION WITH REPORTER REVEALED THE FOLLOWING INFORMATION: CALLBACK CONVERSATION REVEALED THAT THE REPORTER IS QUITE SURE THE CARGO DOOR WAS NOT SECURE AND THEY DID NOT SEE THE DOOR LIGHT WHEN COMPLETING THE CHECKLIST. IN THE AIR A CAB SAID SHE HEARD A STRANGE NOISE AND THE ACFT COULD NOT BE PRESSURIZED. THE REASON THEY CONTINUED TO DEST WAS THAT THE ARPT WX MINIMUMS WERE BELOW LNDG MINIMUMS AT THE TIME OF TKOF AND THEIR FILED TKOF ALTERNATE WAS FARTHER AWAY THAN THEIR DES. HEAVY BRAKING AFTER LNDG CONTRIBUTED TO A BAG BEING DROPPED ON THE RWY. UNOFFICIAL AIRLINE POLICY IS TO MAKE THE FIRST TURNOFF AFTER LNDG AND AGAIN SCHEDULE PRESSURE IS A FACTOR.