First, under the preferences, make sure that you have the Audio Device tab set for the output device to be the DJM-2000. Under Output Config, set only the stereo channel options. Back in the Live main window, you can either assign the channel strip to send the Audio To the Master or one of the Ext. Out outputs you just added (eg. 3/4).
On the mixer, be sure you have the channel input set to USB at the top of the channel.