Dolby Digital and DTS are 2 surround-sound formats from completely different companies.
Dolby Digital and DTS are, if indicated on your DVD's or receiver, surround-sound formats capable of a 5.1 playback. 5.1 meaning 5 speakers and 1 subwoofer.
Dolby Digital EX means 6.1. It only works if you have an additional speaker, usually a surround-back (many people use a center-channel speaker for this).
DTS EX also means 6.1. The difference between ES and EX is that they belong to Dolby Laboratories, and DTS, respectively.
Dolby ProLogic IIx is the newest surround-sound mode from Dolby Labs that takes any stereo (2-channel) or 5.1 signal and converts it into a 7.1 surround format. This only works if you have 2 surround-back speakers.
This sound mode is also the same as THX Surround Cinema, THX Ultra Surround, and THX Ultra2 Surround. However, you don't need to worry about those unless your receiver/preamp is equipped with THX formats.