What is the different between DXI and VST*, VSTi

A basic explanation is as follows: DX (Direct X) is a an all-encompassing protocol developed by Microsoft, which includes 'computer music' as part of it's specification. Steinberg developed the Virtual Studio Instrument (VST) technology. Both differ in their specifications and implementations, but appear transparently (?) the same in Sonar due to the native DX implementation and the addition in Sonar3 of the VST Wrapper. The lower-case i is appended to each type (Dxi Vsti) to differentiate between an instument and an effects (or similar) processor. A thorough discussion goes a lot deeper that this, but my reply will get you started. Google for a more in-depth explanation.