Thanks kpc. I'll use that to book. I wonder if it's the same site that asked for more on the screen than it actually cost to buy at the window last time I travelled. I can't remember now.
If you are changing trains within one company (for example PKP Intercity, one might be TLK and the other one EIC, it doesn't matter), in the ticket office you should get one ticket for the whole route. Or a set of tickets if the trains are of different category (if you go from A to B by TLK and from B to C by EIC, you should get a ticket from A to C for TLK and from B to C for the difference between EIC and TLK price). Sometimes these ladies at the windows are lazy or they don't know how to do it (especially from the moment the seat reservation began to be obligatory, free of charge and integrated into the main ticket), but it's possible. And it's cheaper than two separate tickets. But on the webpage you can buy two separate tickets only. So in such a situation it might be more expensive.
Or sometimes if the price between 2 stations is "cena relacyjna", that means it is set to be cheaper than according to distance between them in km, the website has sometimes problems with it. This system is not perfect. One of Przewozy Regionalne - biletyregionalne.pl/login - works better, for example allows to buy one ticket when you are changing trains, although I also met problems with "cena relacyjna" (in Przewozy Regionalne called "Połączenie w dobrej cenie").
So currently in Poland it works just opposite than in the UK, "split ticketting" (sometimes involuntary, like in case of incompetent lady in ticket office, or using the website for buying tickets; or if we change trains between different companies, then there is no other option) makes the journey more expensive, not less expensive.