Official comment
If you're playing back-to-back with other DJs who are using the CDJs as stand-alone units, you'll want to either use an audio source that is not the CDJ (use the DJM, for example), or make use of a CDJ-2000/NXS/NXS2 which has the ability to change between PC connectivity and USB devices without disconnecting the PC.
Or heck, export music from rekordbox and use the CDJ with a USB drive just like they do!