Print-off or display a copy of the XRT users guide, "rosat-user-guide". This is in $AST_DOCS and gives an overview of the programs needed to produce ASTERIX datafiles and process them.
ASTERIX no longer requires you to convert your files into its native HDS form as ASTERIX can read RDF FITS files directly.
The remainder of this help facility gives information on the particular difficulties of reducing XRT data; (e.g. the 'Time_series_analysis' section) and explains the functions of the various applications in the XRT suite. It's not a bad idea to at least skim through the help entry for a given program before running it for the first time.