When you want to transform into Devil Trigger you press a button right?
Instead of just pressing it, hold it.
You will see the Devil Trigger Bar getting lower and lower until it reaches its original length of 3 circles.
When you stop holding the button, Dante/Vergil will transform and release a small explosion around them. That is why it is called DTE=Devil Trigger Explosion.
It is very powerful but has short range. But if you find yourself surrounded by many enemies, your style meter will reach SSStylish at the very moment they die.
Plus it is the only way of dealing good damage on Vergil while he is on Devil Trigger
EDIT: oops, Vergilissexy explained it before me.
But, isn't L1 that you hold, if you use the Default Controls?