Hey Duncan,
I'm not sure exactly which device you're using, but please download the correct driver for your device / OS and follow these instructions:
1. Disconnect your device from the computer.
2. Close rekordbox dj.
3. Open the Control Panel and uninstall the device driver from "Programs and Features".
4. Reboot Windows.
5. Install the driver.
6. Reboot Windows again.
7. Connect the device to the computer.
8. Launch rekordbox.