Good question.  It's always interesting when you have to connect the newer products with the older stuff.  First the difference between RIO and DH+.  Simply, DH+ is a communications protocol that allows older SLCs and PLC5s to communicate with each other via messaging instructions.  It is also the best way for the older devices to connect to HMI's and SCADA systems.  Remote I/O or RIO is simply that.  A protocol for getting remote rack and device (some drives and other products used this also) information into the processor.  It can be used for data transfer to HMI's but it is very cumbersome used like that - dont. 

The prolinx device you mention connects ethernet I/P to a RIO slave or adapter.  That is very important on the RIO side because it tells you that it is not polling for information to gather but providing information to a remote system.  I dont think that is what you want and I wouldnt want to use remote I/O for messaging back and forth between PLCs if it did work.  I think a better device would be the prosoft AN-X-AB-DHRIO.  It will allow the Ethernet I/P network devices to access the DH+ network which is what you have on the front of the SLC 5/04.  You can find more here:

http://prosoft-technology.com/prosoft/products/stand_alone_gateways/ethernet/ethernet_ip/an_x_ab_dhrio