Adding games to the DX is the exact same as adding games to the Pandoras Box 6. There are a few new game types you can add. Your USB flashdrive should be formatted to fat32.
roms_playstation - (Sony PlayStation - .bin/.cue/.img/.mdf/.pbp/.toc/.cbn)
roms_mame2003 - (MAME2003 - MAME 0.78 ROM set - .zip)
roms_fba2012 (FBA2012 - FB Alpha v0.2.97.30 ROM set - .zip)
roms_md (Sega Megadrive/Genesis - .smd/.zip)
roms_fc (Nintendo Famicom/NES - .nes/.zip)
roms_sfc (Nintendo Super Famicom/SNES - .sfc/.zip)