@a2n1 > You must...
1) Be using the latest firmware on the XDJ-RX.
2) Have purchased a license for rekordbox DJ or be using the trial version to engage PERFORMANCE mode.
3) Have the USB drivers installed; they are available through the rekordbox program folder.
4) Switched the mixer mode (on the XDJ-RX UTILITY screen) from XDJ-RX mixer to PC / MIDI mixer mode.
5) Pressed the MIDI button and selected both decks as MIDI control.
6) Checked that the XDJ-RX is selected as the audio interface and has the outputs assigned correctly.