The dancebelt is worn without anything, much like a jockstrap is worn if he plays soccer.
There's been a lot written about dancebelts on this site and others. There was a guy here (Dancing Doc) who wrote some good stuff on the Men In Dance message board at www.dancealert.com about his first dancebelt and the advice he received. (I think it was about the middle of August, so look back among the postings there.)
BalletMaster[/i]