Ello mate.
You can use a midi thru box to gain multiple outs I have 2 to 8 that has 2 midi in.'s (from the PC etc)and eight midi outs
This was about £50 but u can get a 1 to 3 for about £15 this solves your midi thru problem.
Now as for sync together this is definitely pos.
What u need to do is set one of the devices to receive midi clock check manual for this.
A drum machine often has a midi in only this is so u put it at the end of your midi chain.
I use many bits of kit and they all sync up together that's MIDI........
As for software I have used all the seq.'s I have found and without a doubt the best I found is cubase.
I use cubase VST but this is very expensive. about £299 but u can get cheaper version's.
There is even an midi/audio version free on some magazine cover CD's.
This is very easy to use so I recommend it.
If u cant get hold of a copy get back to me and well arrange something.
U play the 234 sounds from your DJX .
I hope this helps u.

PS I also make mostly Drum & Bass maybe we could swap some midis in the future. let me know where u are from, Obviously I only know UK £'s

Keith (REAMAN@btinternet.com) London UK