did you note the hint:
If you see NO AUDIO DRIVER appear on the jog Displays( WICH IS IMPOSSIBLE on the SX i KNOW but...) , launch the DDJ-1000 (DDJ-SX in this case) Driver Version Display Utility then quit it; you'll now see Pioneer DJ and rekordbox in the Displays.
After that - check the Preferences > Audio section again.
good luck.