I got the DJM 2000 for about 2 years and never used the Live Sampler!
Why? Because it has a much to slow workflow to get the sampler in the mix :/
Don't know how to use it either :(
The Live Sampler does record the Mic or the Master Out for a maximum of 8 seconds. The .wav file gets stored in the mixer. You can access the file within the Link feature on the CDJ 900/2000/nexus.