How to book connecting train tickets through irctc.co.in?

i need to travel from madurai to hyderabad the next monday..there are no direct trains available...i need to buy 2 connecting ticket from madurai to chennai and then from chennai to hyderabad...how do i do this online..instead of booking 2tickets if i book them as connecting tickets(i know this facility is available if i book it in railway reservation centre) it would cost me less...but is there an option like this in www.irctc.co.in