You need to get sequencing software like cakewalk. Hook up the midi in and out to your
comptuer and sequencer in this order  
Computer --> out to in DJX-IIB -->out to in Keyboard --->out to in Computer 

Record on these channels

9 Kick
10 Snare
11 High hat
12 Percusion
13 Bass
14 Phrase 1
15 Phrase 2
16 Phrase 3

Record NO notes in the 1st measure system data goes there.  
Record all notes past the 2nd measure.  You can have up to 256 measures per bank.  
Make one midi marker starting at measure 2 using numbers 1-10 for the bank the sound should go in.
Save as format 0 midi file and run the yamaha launcher to load into the djx and enjoy

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