what is A2SD+ and how to use it? I'm using the MIUI ROM on my HTC Desire and it has an option called A2SD+ which is supposed to be an SD partition that the device treats as internal memory.

I don't know if it comes from the ROM or from Android (2.3.4).

How can I use it? Do I need to partition my SD somehow with an outside tool like I saw on some posts here?
If yes, how do I then tell my device that the 2nd partition is for A2SD+?
If it works like older roms that used to support the "apps2sd" before the google implementation, then yes, you need to format your SD card outside of your phone, on a linux distribution. You can use like an Ubuntu Live CD if you don't have linux installed on a PC already. Then you open up a partition tool, like GParted, and set up your partitions. IIRC, the first partition must be EXT2/3/4 in order for the device to use it like it is actually part of the internal memory. Then you can partition the rest as FAT32. 

Back before Froyo, when the custom ROM I used supported this, there was nothing else to do. Just put in the sdcard, boot the device. It would pick up the partition and mount it automatically. As for MIUI, I do not know if it does that. I am actually surprised that they still support this. All ROM devs I know have dropped support for it since google introduced the "built-in" method. I personally hate the built-in apps2sd. I dont feel that it works very well. 

While the ext2/3/4 method has the drawback of not really being able to remove your sdcard, it does still give you the ability to mount your FAT32 partition, if you choose to, to your PC and still let the device have access to the ext partition.