I just did the one-click root program from AllDroid and I have superuser access on my DX but I downloaded ROM Manager and went to make a backup of my current ROM and when it tells me to select my phone model, the Droid X isn't there.
Should I proceed with loading custom ROMS onto my device or wait until the DX is supported?
Custom ROMs aren't supported for the DX yet. I don't think you can even load them if you wanted to. We need to wait until the bootloader is cracked and then the custom ROMs will come flowing in.