Chris, one of the tech guys at VDJ, is very good about mapping all of the controllers natively for Virtual, and most of them are done before the controllers even hit the market. I would check that:
a) you are using the latest version of the software
b) you have the latest firmware installed on the SX2
The other thing you can try is to put the SX2 into general-MIDI mode, see page 23 for instructions: http://docs.pioneer.eu/Manuals/DDJ_SX2_DRI1228A_manual/