You can get a great deal on a Focusrite Scarlett 2i2. I personally have the 4i4 and I enjoy it. As far as cabling, be sure to get the highest quality cables you can afford. In my experience, I've learned that cheap cables are cheap for a reason.
When wiring your system, connect your XDJ-RX master output to the input of your RMX. Then connect your RMX output to the input of your audio interface.