Can/how to connect a RMX-500 to a DDJ-SX2?

I'm thinking about purchasing a RMX-500 to use as my main effects unit to go along side my DDJ-SX2 as I do not like the layout of the effects knobs on my controller or the limited variety of effects inside serato. I have done some research and I have found most people say that the controller and effects unit are not compatible due to the lack of send/return but then some are saying it is with out send/return? My set up at the minute is simply x2 XLR cables from my controller into a set of speakers and a 3.5mm from my pc into rca into the back of my speakers. From asking around I have been told by somebody that due to the lack of Send/return on my controller if the RMX does work that it would affect all 4 channels simultaneously e.g. add an echo effect to both an acapella track and a instrumenatal track if they were on channels 1 & 2 respectively rather than say just the acapella for instance?

Thanks.