Trouble recording my mix with DJM 250 and rane SL3 with Serato DJ

From the Serato website:

Recording with a SL 3

With the SL 3 you can use the AUX input to record your set using Serato DJ. Set up Serato DJ normally with your DJ setup and laptop. 

NOTE: Make sure to set the AUX channels dip switch on the hardware to line level when recording.

What you will need:

• 1 x SL 3 
• 1 x RCA cables (plus any other cables you need for your normal DJ setup)
• 1 x USB cable
• 1 x laptop

To record:

1. Setup your DJ equipment like you would normally and launch Serato DJ
2. Connect the RCA cable from an additional output from your DJ mixer (i.e. 'booth' or 'record' or '2nd master') into the AUX input of your SL 3. 
   
   
3. Open the REC tab in Serato DJ.  
4. Set the record source in Serato DJ to "Channel 3".
   
5. Test that your record levels aren't clipping (you can use the Gain knob to adjust this level).
6. When you are ready, press the red Record icon in Serato DJ, and start your mix.
7. When you are finished, type a file name (i.e."mixtape 1") into the Filename box and press the Save icon. Remember to enter a filename, otherwise your recording will be lost if you press 'Record' again before saving.  
8. Recordings are saved in:

• “MyDocuments\My- Music\_Serato_\Recording”  (on a PC)
• "~/Music/_Serato_/Recording Temp” (on a Mac)
• "In your 'Recorded' crate in Serato DJ crates"