>My question is:
> can you make a GUI that can be used in you VST instrument?  Is anyone out
> there proto-typing VST instruments in PD? 
pdVst gui's can be easily made with GrIPD.
 
And is it possible to turn them
> intro DirectX instruments/pluggins, so that I can use them with Cakewalk?
no i dont believe that is possible right now as pdVST is a VST only port, and directX is a different platform.