@Trouseinme > What do you mean "only by using the links REC"? Like the RCA output that is for recording?
The best ways to record are:
Connect an Y-type RCA cable to the REC output on the DJM-800, and the other end (1/8th") headphone jack to the input of a computer, download "Audacity" for free, set up the input to record in Audacity from the computer input. Set your levels and click record.
Purchase an external sound card and connect from the RCA output on the DJM-800 and connect it to a channel on your sound card. Then you'll still need to download "Audacity", assign it to record from the sound card, set your levels and click record.
Purchase an external recorder and connect it to the back of your DJM-800. Depending on what recorder you get may vary on what outputs you use on the DJM-800.
The 3rd method is the only way to record without software, but you'll still probably want to import the recorded mix into a type of software such as Audacity to see the entire waveform and you can clip the end and beginning to exactly the lengths you want.
Personally, I would just use software to record instead of trying to avoid it.