Oh, I didn't know SewIconz could do that.
I think pes is the only format you can use for Brother. You have to convert dst to pes. The software that comes with Futura can read dst, but I think it converts it to xxx to send it to the machine. It's been so long since I messed with I don't even remember for sure.
I think the advantage of the dst is that it converts more accurately to other formats (except for color display :D ) than any other format. It's for commercial embroidery situations, where a variety of machines might be in use.