Start the PhD research before taking my masters?
I actually did what you are proposing, skipped my MS and went straight for a PhD in genetics instead. Also, based on my experience I had a bunch of concerns for you but I can't post much - the program insists I have untoward motives because I don't know your income situation, not that I want to know at all!  Great. Last time I'll post here.

There are positives and negatives to this decision and in the end, you may not think going straight for a PhD is worth it.  First and foremost, will you be paid a stipend while obtaining a Masters?  If so, will it be the same amount as you would make while working on PhD, and are he conditions the same, i.e. will you be a teaching assistant the entire time for both degrees or will the PhD allow you to focus mainly on your research with little other responsibilities for the stipend? 

What they did to me was blatant "carrot" manipulation.  I was offered a lot more to enroll in a PhD program and skip the MS.  And hey, they had already accepted me as an MS candidate, they just targeted me as good slave labor :) I think I should have stuck to my guns and gotten the MS first.  The classes in my case would have been identical and wouldn't have been repeated moving onto the PhD if I had stayed at the same institution - find out about that as well - what is the curriculum like between the two degrees?  Will any classes have to be repeated, especially if you change institutions?  If you have a good idea where you want to be as well as what you want to be doing (and you are stating that you do know what you want to study), ask the second institution (or the first one if you plan to stay) about repetitious classes.   

As far as continuing on the same or similar track of inquiry, make certain if you plan on staying in one place they are good with that plan.  But honestly, if you are getting two degrees, take advantage of the switch.  Use your Masters to gain extra skills (by classes or experience) that you may not have planned on picking up if going straight for the PhD.  The broader your education, no matter what the field, the better you will see the big picture and its underlying minutiae simultaneously.  A broader knowledge base can only aid you in designing strategies to solve problems and make testable connections between superficially disparate subjects. If you switch institutions, you might find it even easier to stay inline with your original goal.