Well that's certainly news to me..
As far as formats go, BiggAdd is right. Even though the .X format was developed by Microsoft and used almost (probably entirely) exclusively by DirectX applications, there's nothing to say someone couldn't write an application that uses OpenGL to load in .X files.
Also, Microsoft officially dropped support for the .X format with DirectX 10 and so now there is no "DirectX format" at all. Regardless, you can use my exporters to get .X files out of Blender and into DBPro. Apart from the .dbo format, I'd say DBPro supports .X the best.