Complete Novice: XDJ-RX2 can't get sound out of headphones when using Rekordbox

Hi, excuse my lack of knowledge as I am new to this digital DJing.

Firstly while using the standalone and using the USB option, the sound coming out sounds like its going down with the Titanic.

I decided to use the Rekordbox option instead. With this everything seems great until I couldn't get any sound out of the headphones when cueing. I then went into the audio preferences and realised that I was using the Realtek soundcard on my laptop. I then scrolled down and found the XDJ RX2 asio and it then took me to the driver which I obviously downloaded. I clicked on XDJ-RX2_exe and the installation failed. I decided to get out a Behring UMC204HD soundcard I use for Cubase and installed it on my laptop which has Rekordbox. 

All is well until I discovered the same thing happened and I can't get sound out of the headphones. I saw a thread on this forum which says I should go to the headphone output option in the same audio preferences. I have selected out in in Left and out 2 in Right: I know get sound but it is coming out of the speakers rather than the headphones.

Can somebody help an old timer vinyl guy,

Thanks