Hi Jurgen,
Sorry you're experiencing this issue.
Please go to Rekordbox Preferences and click the Audio tab. In the Audio section, click the drop down menu and make sure the XDJ-RX is selected.
If it still isn't working, please make sure you have the latest firmware version and updated drivers: http://www.pioneerdj.com/en/product/all-in-one-system/xdj-rx/black/support/#info

