I believe I have already answered your question before. But just in case I did not or you did not get it, here is another attempt:
There are four basic connections I know of for the djx:
First the "line-in"
That connection (or hole) in the keyboard is called "line-in". This is where you connect a microphone to your keyboard.
b)what kind of michrophone? any kind that you would buy at BestBuy,walmart, or Radio Shack. There are two kind of entry level: sony and audio-techniqua. Their price range between: $20 to 40$
c) how to connect: simply plug in the microphone to the "line-in" (do not forget to turn on the michrophone and the djx keyboard"
d)What would the michrophone do? This is not for singing along. This is for sampling. Sampling is like a recorder in the keyboard that allows you to put new sounds in the DJX. I think you have few seconds to record your new sound. You need to somebody to show you once how to do it.
Second: The headphone plug:
a) you can plug in a headphone
b) you can plug in a cable that will connect you to cassete deck, stereo system or any kind or recorder.
c) you can plug in an amplifier-speaker-monitor such as the Roland KC-100 ($250)
d) what kind of cables you need? well, you need an audio cable (available at radio shack) that will connect to your headphone jack and your stereo system. The question is what kind of connection is there on your tape deck or stereo system? Is it RCA? 1/4 inch? That is no problem. Bring the DJX and the tape deck to radio shack and they will get you the right cable.
Third and fourth: "midi-in and midi-out":
a) this is what you use for connecting to your computer but you need the following:
i) midi adapter for your computer. Those you get from music stores. But you have to know what kind of connection you have at your computer. If you do not know and if it is very hard to bring your computer to the music place, just get one that connects to the "serial port" of your computer. Just tell the music place that you want the cheapest midi-adapter that connects via the serial port. Now, if you bring your computer, you may have a USB or the game port might work.
ii)you need two midi cables: you get them from the music store that will also sell you the midi adpater mentioned above.
iii) music software: http://www.pgmusic.com/powertracks.htm
will do just fine and it is worth it.
iv) How to connect it then:
a) connect the serial midi adapter you bought to the serial port of the computer. If in doubt, have a friend help you. Follow the instructions that come with the midi-adapter because you also need to install a software(driver) that comes with it.
b) turn off the your djx
c) take one midi cable and connect it to the midi-in of the DJX and then connect it the other side to the midi-out of the midi adapter. (It is very important to follow this order).
d) take the second midi cable and connect it to the midi-out of the DJX and then connect the other side to the midi-in of the midi adpater. It is very important to follow this order.
e) turn on the DJX
f) install the music software that you purchased and follow instructions.
g) read the manual on how to use the software (this may also require you to connect your headphone jack of the DJX to the "input jack" of your computer sound card if you want to do audio recording). Read the manual for more info.
I hope this is helpful. Please inform me if this works and if you actually tried it.