I was under the impression that a dummy load is turned on with the DI out so you dont need speakers attached, and that you could use DI and speakers at the same time but the dummy load might affect the tone and give slightly less volume.
Thats how the minimat worked anyway so i hope the little rock is the same - i think its 3 weeks today since i ordered, getting itchy!!!
It sounds like you can basiccally use the little rock before - or in the fx loop of any amp with the DI socket