A couple of things...
1. If you're trying to rip SACDs (or hybrid SACD/CD discs) you'll need an old PS3 running specific firmware and software to do so. If it's a hybrid disc (meaning it has both a CD layer and SACD layer) it'll only rip the CD layer.
2. Don't rip/import CDs as DSD files - it's pointless to convert PCM (CD) audio to DSD and by doing so you're just wasting hard drive space and there's nothing to gain. I'd always recommend keeping all PCM audio intact in a lossless format like FLAC and DSD files in .DSF, DFF or leave them in a ISO+CUE form).
3. If you need to output to a DSD DAC, just setup JRiver Media Center (via DSD Studio > Output Format) to convert to DSD on-the-fly.
4. It's also pointless to rip/import CDs (which is redbook 16-bit/44.1 kHz) and convert them to 24-bit/192 kHz. Again wasting space and there's nothing to gain.
Now, regarding the DSF thing...
1. There's a known issue with DSF files having a pop at the end, which I've confirmed using my SACD ISO rip of Pink Floyd's Wish You Were Here (ripping to .dsf tracks via .cue + .iso file). It's also a known issue with sacd_extract too, but MC doesn't use this.
2. You can try DFF files, these don't exhibit the pop issue. The downside to these is the lack of metadata support.
3. If you're taking DSD .dsf (or .dff files) and trying to convert them to PCM 24-bit/192kHz MC should already do this by default - you can also use Output Format to customize sample rates (or in this case setting any higher than 192kHz to whatever is the max your DAC support, e.g. 192kHz.).
Ultimately MC can upsample/downsample everything on-the-fly without the need to rip PCM to DSD, DSD to PCM, change bit rates and sample rates, etc.