First of all I need to clarify, that DMX isn’t a file format but communication protocol referred as Digital Multipexed signals. It is commonly used in lighting equipment and other stage setups. Most of commercial lighting equipment have DMX input channel so it could be controlled from PC or special DMX controller box.
Commercial DMX controllers are pricy stuff what is not acceptable for hobbyists. To make it possible to experiment with this beast there is a nice project so called Vixen. The team develops a software specially for DIYers where anyone can download it and control weather theirs one build set ups or even professional equipment.
Paul intended to participate in Portland Burning Man event and so built a DMX controller based on Teensy 2.0. DMX idea is to have host controller, but in events like this you want it to be mobile and small. So started looking around if there is possible to save protocol as file and then play it from media. It appears that Vixen file format is nothing more than XML with binary dump of sequence data. With a bit Python script help he changed file in to text so it could be easily read from SD card. With arduino it also becomes simple when Dmxsimple library is used that understands DMX sequence data and can control selected channels with few lines of code. It controls five LEDs that can be extended with more powerful lighting setup.