DST = Depth Stencil Texture
There are a number of depth stencil formats. You have a texture. You want to use one of the 12 available formats. You then check to see if your hardware can use the surface format you have chosen as a texture and/or a render target and/or as a depth stencil buffer (the last should be compatible with a render target format). If hardware says okay, you get DST. Basically, DST is depth-based shadow buffer, rendering into depth textures.
PCF = Percentage Closer Filtering (sometimes also called Percentage Closest Filtering)
Helps alleviate aliasing of shadow maps. PCF compares pixel depth to position and neighbouring pixels in the shadow map to set shadow intensity (percentage of shadow map that is actually "shadowed"). PCF is useful for approximating soft shadows but needs some mucking around (basically blurring the shadows, duh).
Hope this is the kind of info you want. If not, too bad coz I gotta rush to the toilet.