Follow along with the video below to see how to install our site as a web app on your home screen.
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your next step is custom recovery: http://androidforums.com/droid-x-all-things-root/147562-custom-recovery-x.html.
Once you get bootstrap recovery for droid x, then you can get koudh's rom manager from android market. From there you can install an already deodexed rom and you'll be free to theme, etc. Rom manager also allows you to backup your rom.
Be careful though, if you got your Droid X today, you're most likely running 2.2 OTA. That means no full SBF, so if you really screw up your phone (hard but doable), you'll be looking at going back to Verizon with a bricked phone.
Both processes won't deodex. So there's two ways of deodexing, to do it yourself manually or to just download a rom that's already deodexed. If you want to install custom roms, then most of them will come deodexed, so you don't have to do it yourself. There's also a thread that details how you can manually deodex if you'd rather do it that way. That way you can just theme your 2.2 OTA straight up.
Full SBF is basically a recovery image from which the Droid X can be recovered from any state. It's basically a fallback if you ever mess up your phone really badly. There's a full SBF for 2.1 but since you have 2.2 and a new bootloader, you can't use that one.