First, you will need either a card that has ASIO drivers or use ASIO4ALL with Virtual Audio cable.
To use more then one plugin you need a VST host that connects them together. Console does this.
For your crossover, you would need to use Frequency Allocator Full or Lite.
Then you load all the VST plug-ins into Console and connect them together.
As we have told a few people so far, Guides/Tutorials are in the works. See here
What soundcard are you using? There might be an easier way if you have an older Creative Audigy/Live Card.