Here is how I go about it-
Right click the midi track, select 'port' and change the port to one of the DXi synth ports
Click the triangle under the track number to select 'edit DXi'
In the dropdown (top one in group of four) select 'add VSTi', which will be at the bottom of the list.

Find your synth wherever you saved it (in a folder named VST will help keep things organized in the future)
Once its loaded it wil remain in the softsynth list

Once you load a synth you can not move the .dll file of the synth or PT will not find it again.

To use that synth on other tracks just change the track to that port.

To assign a different synth to another track select another port and do it all again.
To assign all tracks to one synth, right click below the name of the track using the synth and then select 'assign all tracks to...'

I do not work here, but the benefits are still awesome
Make your sound your own!