There is a learning curve to AutoHotkey. The short answer is run AutoHotkey, then right-click on the "H" icon in the notification area and "Edit this script". The default AutoHotkey script file opens in notepad. There are a couple of examples. Add
#d:: run explorer.exe "c:\programdata\cakewalk\dimension pro\programs"to the file and save it.
The right-click the "h" icon again and "Reload this script"
Anytime the Windows-d key is pressed the Windows Explorer will open at the DimPro programs.
Of course you will either need to add Autohotkey to run at machine start up or make sure it is running before launching SONAR or DimPro to use the script.
The REX files must have been part of the second expansion pack at some time at least according to the program location. The actual location of the REX files is a guess on my part based on my installation.
As far as two multisample directories, it could be a permissions issue, IDK. Only one is used by DimPro so you have some decisions to make.