Along the road, I have collected a few Dell Latitude D family laptops. I am now trying to get the most of a Dell-d-dock-expansion-station and the included PCI slot. I started with this thread :
Re: Laptop gaming the hipster way: using an external GPU before it was cool
Though informative, I could not get what I was looking for. With this thread, I would like to gather as much information as possible about this station.The Dell marketing bla bla goes like this :

Obtain exceptional expandability with the D/Dock Expansion Station featuring a media bay, which supports Latitude D-Family Media Modules and media-module battery-charging, as well as a industry-standard PCI slot. One simple docking connection provides access to the same 15 expansion ports included with the D/Port Advanced

1°) Not compatible with **all** the D-Family notebooks
If you connect a D500 to this D/Dock PDX01 station you get the following error 'Your system is connected to a d/dock. This is an unsupported configuration. Some d/dock features such as the PCI slot will not function.'
And it can be read in dfamily_docking.pdf that "The D/Dock Expansion Station is compatible with all D-Family notebooks except the Latitude D500"
I tried with other Dell D5XX family laptop and it seems to be the same story. Would you please confirm ? Is there any workaround ?

2°) Dual head system
The trick was to ensure the laptop is closed before booting. When opened, it's display was active, and either the DVI or VGA connector was active, but apparently not both. Once the lid is closed, and rebooted, both external displays were active (and identical). Extending the desktop onto the '2nd' display worked.
This thread explore dual video pci card in a Dell D/Dock.

3°) Using the PCI slot (to disable Intel integrated GPU) for windows XP gaming
PNY nvidia Quatro NVS 280 PCI card seems to be a safe bet. Using NVIDIA Quadro NVS 55/280 PCI 176.15 WHQL drivers and some gaming benchmark, it seems that results are not good. Have you been able to get some success ?