The best thing to do is to talk to your adviser and the people that handle study abroad at your school.  I think it can work out depending on the majors and the place you want to go. Since the study abroad would give you some credit, and it would more importantly, give you a new outlook on life and help shape you, than I think you should try to go.

I am double majoring (English and Journalism) and I would absolutely love to study abroad.  However, when I talked to my advisor, she told me that none of the credits I took while abroad would transfer back toward either one of my majors (this is not true for all majors though....).  Even though that was discouraging news, I found out that while they may not transfer back for my majors, they could potentially transfer back as a minor in the language spoken in the country (i.e. if I went to Italy, I would come back with an Italian minor).  So I am planning on studying abraod anyway.  I figure that part of the college experience is studying abroad and that I probably won't have another chance to do it once I graduate and have a career.  So my advice would be to talk to a few advisors to try to get the most out of the experience (your regular advisor, the study abraod advisor, and the advisor in the department you want to tracel to i.e. the advisor in the French department if you want to go to France).