Odd.
Just to verify... you're not trying to run more than one instance of VDJ at a time, or even have BOTH LE and Pro open at the same time, are you? (This could cause confusion as to which instance would be linked to the controller).
Also, which version of VDJ Pro are you using? The most current is 5.1. Any version of Pro below 5.0.7 will not support the RMX at all. The icon to select under "controllers" is the picture of the MK2. This icon will select either an MK2 or an RMX, but only in versions 5.0.7 and up.
It also doesn't hurt to have the most recent firmware updates. Are you up to date on those?
You shouldn't need to know a thing about mapping in order to make this all work together. The basic mapping has been done for you, and should be something you simply "select".
Does any of this help you?