Success! Thank you, Thomas!
Ok...so here's what I used in case somebody else looks for the solution (DON'T COPY-PASTE THE BOLD LETTERING). These settings used Thomas's guidelines:
PinballX.ini file (found in "Config" in PinballX's root folder):
[System_4] (OR WHICH EVER SYSTEM NUMBER YOU WOULD LIKE TO CHOOSE)
Name=Daphne - Lair
Enabled=True
SystemType=0
WorkingPath=C:\Program Files (x86)\Daphne (THIS POINTS TO THE DAPHNE FOLDER ON WHICHEVER DRIVE YOU HAVE IT ON.)
TablePath=C:\Program Files (x86)\Daphne\roms\ (THIS POINTS TO THE ROMS FOLDER IN THE DAPHNE ROOT.)
Executable=daphne.exe (THIS POINTS TO THE DAPHNE EXE FILE IN THE DAPHNE ROOT FOLDER)
Parameters=lair vldp -fullscreen -x 1920 -y 1080 -framefile "C:\Program Files (x86)\Daphne\vldp_dl/lair/lair.txt" (I PUT THE "VLDP_DL" DOWNLOAD FOLDER IN THE DAPHNE ROOT, THEN MADE A PATH TO THE "LAIR.TXT" BASED ON THAT. I MIGHT TEST IT TO SEE IF I CAN PUT THE VLDP_FL FOLDER ELSEWHERE BECAUSE I'M FANATICAL ABOUT ORGANIZING MY FILES, BUT THIS WORKS.)
Daphne - Lair.xml file (found in root Daphne folder...make one in Notepad if you don't have one and be sure to tack ".xml" on it at the end when saving it.)
<menu>
<game name="lair">
<description>Dragon's Lair</description>
<rom>lair</rom>
<manufacturer>Cinematronics</manufacturer>
<year>1983</year>
<type></type>
<hidedmd>True</hidedmd>
<hidetopper>True</hidetopper>
<hidebackglass>True</hidebackglass>
<enabled>True</enabled>
<rating>-1</rating>
</game>
</menu>
You also can't forget to create a game file under "Daphne - Lair" in PinballX's Game Manager. You need to select "lair" when selecting the game to match this. Or rather, I had to. It's which ever rom matches your path.
For some strange reason, the data that you're supposed to enter in the "parameters" path isn't the same as what the DaphneLoader spits out, so you have to trim it down as shown above. This isn't made obvious by the makers of Daphne so I'm glad someone here was able to direct me down the right path.
Thank you, one and all, for your help.