We describe an on-line system for automated classification of X-ray sources, ClassX, and present preliminary results of classification of the three major catalogs of ROSAT sources, RASS BSC, RASS FSC, and WGACAT, into six class categories: stars, white dwarfs, X-ray binaries, galaxies, AGNs, and clusters of galaxies. ClassX is based on a machine learning technology. It represents a system of classifiers, each classifier consisting of a considerable number of oblique decision trees. These trees are built as the classifier is 'trained' to recognize various classes of objects using a training sample of sources of known object types. Each source is characterized by a preselected set of parameters, or attributes; the same set is then used as the classifier conducts classification of sources of unknown identity. The ClassX pipeline features an automatic search for X-ray source counterparts among heterogeneous data sets in on-line data archives using Virtual Observatory protocols; it retrieves from those archives all the attributes required by the selected classifier and inputs them to the classifier. The user input to ClassX is typically a file with target coordinates, optionally complemented with target IDs. The output contains the class name, attributes, and class probabilities for all classified targets. We discuss ways to characterize and assess the classifier quality and performance and present the respective validation procedures. Based on both internal and external validation, we conclude that the ClassX classifiers yield reasonable and reliable classifications for ROSAT sources and have the potential to broaden class representation significantly for rare object types.