Ok for starters, ditch VS2010 and upgrade to VS2013 (Including latest update). If you don't do this - stop reading.
Next thing is versioning
To get reliable record and playback you will need to have the exact same version of DevExpess installed on your VS2013 Premium development box that your application under test uses.
So for example, if your app under test uses DevExpress 14.1.8 - INSTALL THAT VERSION in your coded ui dev environment. If you don't get the versioning exactly right - then it simply won't work.
Once you have that setup, create a new coded ui test project, and you should automatically get a DevExpress coded ui extension dll added.
Now fire up your application under test. Inside Visual Studio you will most likely get a sample test method, after creating the project. Set focus somewhere inside the test method, and then start the coded ui recorder. Now you should be able to identify controls and interact with them using the recorder. Save your actions / control identifications off to the UI map using the Generate Code in the recorder.
This should give you a good place to start with. If you really want my help, then you can send me a PM and I can share a lot of information that is beyond the scope of this. I'm on skype too and have made a lot of progress in the time I've spent specifically testing DevExpress based WinForms.
I can also share with you some helpful wrapped controls that wrap stuff like DXGrid to make your life tons easier.
devexpress-windows-ui
tag? Have you registered a corresponding bug report in DevExpress Support Center? – DmitryG