How I do it for my setup like I did in this video: http://www.youtube.com/watch?v=cHM2gjrPolY it's a series I'm starting for every sort of DJ, beginners, advanced users, and mobile DJs. Unfortunately it's been kinda difficult to make new vids since both my players had their jog displays stop working... anyways.
record out of USB or line out into a computer program like audacity to get the high quality mix audio
Record voice directly from the camera's microphone or another external mic.
Combine the two in a video editor (I use Adobe Premiere) and cut out the camera audio when you just want your set and BAM! Have fun, videos are great fun to make.