Why don't you use the fx from DJM400? They are great.
I would suggest you to look for MIDI that Cross already has MIDI file so it will be easier for you control it. So go to the MIDI section of Cross and see what's best for you.
You can also check this:
http://www.mixvibes.com/compatible-controllersGenerally you can use any MIDI device but if there is not MIDI file in Cross, you'll have to create it by yourself.
Stelios, Greece

July 2012 Mixvibes DJ of the Month
Hp EliteBookC.P.U: Intel Core I7, 2.0GHz
Ram:16Gb
V.G.A:NVIDIA Quadro 3000M (2Gb ram)
H.D.D1:SSD 500Gb
H.D.D2:SSD 1TB
Soundcard: Esi UDJ6, Audio4 DJ
O.S:Win 10 Pro 64bit, Win 7 Pro 64bit
Mix Vibes: Cross 3.4.3, 3.3.11
Controller:Gemini G4V, U-Mix Pro2, Denon MC3000, Faderfox Dj2,
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