It sounds like you are using your RMX in WDM mode and that is why you can't select (or it's not visable) the ASIO driver in the soundcard drop down. This is easily sorted.
Before opening Cross DJ, click on the little disc graphic with DJ written on it, down on your toolbar near your system clock This should open the Hercules Control Panel.
Once the Control Panel is open click on the round ASIO dot, it should go green. This indicates that your RMX is now using the ASIO drivers and this is what you need when running Cross or Cross DJ.
Now you have done this, open Cross DJ and you should now see and be able to select the RMX ASIO driver from the drop down. Then just set you output channels as the same as my image.
Windows 7 Home Premium SP1(32Bit)
MixVibes Cross & Cross DJ