Hi Marty. As a guitar player I'm trying to work on a personal style. I like the style of Michael Romeo (don't know if you know him?) but I'd like to combine his stylistic elements with a more uncommon melodic approach. I'm very much interested in exotic scales, such as Japanese pentatonics, "gypsy" sounding scales,... (as a matter of fact I'd love to mix progressive metal with some so-called world music). I found it's very hard to find any documentation on how to use this stuff. Do you know any resources that treat this matter: books, web-sites, maybe one of your instruction videos? Thanx.

The only 'resources' are your ears. Find the elemnts of different music you like and learn them by ear. That's it.