USE ABLETON!
Seriously though... I don't have FL Studio, but what I suggest you verify is that the computer is receiving the MIDI signal from the RMX.
With the VST open and the RMX connected by USB, you may need to click the LINK button and you should see the CONNECT button illuminate.
See here for various vids: http://pioneerdj.com/support/product.php?lang=en&p=RMX-1000&t=mov
If that still doesn't help / work, please let me know.