DX is typically used by banks, accoutnants and solicitors. My company uses it too. Our box is situated in a local solicitors office as we are not very big. I t works in a very similar way to a courier service in that all the post gets sorted into different areas etc. An address is usually DX*****, Town Name.
Costings are done in a very peculiar manner. Essentially you have an audit once a year or so and they weigh all the letters you use then. From this they work out your charges and charge you a monthly fee based on that weeks post (needless to say our DX is extremely ligh tin that week)
I belive that they are also trying to start a service so that you can have town centre post delivered as well (on the basis that they are there anyway I suppose) but not sure about that.