Try Steve's advice first and if you don't see the MIDI tab turning green then it may be something related to the Hercules Driver package you have installed.
Cross and CrossDJ needs the RMX to use MIDI Channel 1 in order for it to work with the software. Earlier Hercules Driver packages (and the Hercules Control Panel) set the RMX to MIDI Channel 2, and you had to manually set the channel to 1.
With the latest Hercules Driver Package, they have set MIDI channel 1 as the default setting so you should have no problem.
Here is the link to the latest Driver Package. Download and install
http://ts.hercules.com/eng/index.php?pg ... =215&cid=1Once you have done this then give CrossDJ another try.
If you are trying to remap the RMX to your taste, first you need to duplicate the Offical mappings (as they are loacked and cannot be opened), There is a option for this under the MIDI list window.
Now, with this copy you have just created you should be able to open and change the mappings of the controller to suit.