Don't know, is it supposed to work as a midi output device?
At least the LEDs work with the bundled version of VirtualDJ, but i think that software doesn't communicate with the controller as a midi device, but as a game controller.
I've never seen any hint about the DJC MP3 as an output device, my system only sees an input device.
But maybe that's just a problem with my audio drivers, since the "Microsoft GS Wavetable SW Synth" (which is known to cause issues in many cases) is the standard midi output and i never found a way to disable it. I cannot disable just one single audio- or midi-device. If i disable one of them, all audio and midi devices (including the DJC MP3) get disabled automatically.