I'll try to help out on the DX/Vst explanation. Plug-in's are software components that extend the functionality of a program, i.e. effects added to RB, Sonar, Cubase, Pro Tools, etc. which are referred to as hosts. The plug-in doesn't work stand alone without a host. As such, DX (Direct X) is Microsoft's version for technology add-ons. VST (not sure what the acronym actually is) is Steinberg's version. Steinberg is the producer of Cubase, another popular DAW. Most DAWs including RB support both types although VST is closer to being the standard.

You also have DXi/VSTi software components known as software synthesizers. RB comes with the Roland Virtual Sound Canvas. If you have external midi keyboards or sound modules, you won't need to use software synthesizers unless you are looking for variety in sounds. I must say though that software synthesizers are very convenient, and easy method of playback.

Hope this helps,

Tom