Rekordbox DJ and XDJ-RX Set Up Guide

Hello,

I have the latest updates of software/firmware of both my XDJ-RX and Rekordbox DJ (on a Macbook Pro).

I am unable to get it working.

There is no easy step by step guide to setting it up:
e.g.

1. Change {mixer mode} to {midi control} on the {utility menu} - Why did I find this info at the bottom of the hardware diagram and not in the manual.

2. Select {midi} and press < and >      --- if this is the right thing to do

3. Enter settings on Rekordbox and ......

Could somebody please (PIONEER) provide a basic step by step set up guide to make it work. I have spent 4 hours today trying to solve this and I'd say I'm pretty savvy with computers. I assumed it would have been plug and play. 

I know that is is all hardware connected properly because when I unplug the USB a warning comes up.

Appreciate your assistance :-)