I have been using dbx for a product at work and the need to use SQLite as a database popped up. However, I couldn't find any references to using it with dbx other than that you could and since SQLite doesn't seem to do the username password thing I was a little confused as to how to use it in dbx.
With a little research it seems that when using dbx_connect you only need to fill in the module name ('DBX_SQLITE') and the database (the file name for the database!) to get it working. e.g.
$link = dbx_connect(DBX_SQLITE, "", "some.db", "", "");
thought someone might find it useful, especially since it no longer required additional dll's in version 5.x