Out of the box, Virtual DJ (VDJ) does an excellent job of recognizing the Hercules RMX2. The basic MIDI mapping usually works immediately. However, the default skin (like the standard "VDJ8" or "VDJ Pro" layout) is designed for a wide range of controllers.
If you have a licensed version of Virtual DJ, you can install the RMX2-specific skin: hercules rmx2 skin virtual dj work