Yes, .net 4 is required (Mono might work for Linux, although I haven't tested it).
Unfortunately, there's no way to get the kits _out_ of the DM10 other than a full SysEx dump, which appears to be basically a memory dump. No idea how to read that, if it's even possible.
stratocaster: That would be the basic procedure, yeah. The .dmk/i/m modules are all portable, so if you download someone else's file, you should be able to load it. Make sure you select the kit you want to overwrite first, though.