Thanks, guys
@ShintarouMusi, I know that there are ways to sync them via midi, but I'm not that clever. I just setup my samples and lsdj project in the same bpm, and let 'er rip! As long as you can hit the sample pads in time, you're solid.
@Stargazer, My setup changes a bit from time to time, but in this particular video, I am just running the DMG into the KP3 directly.
A more typical setup for me includes another dmg, and a small mixer (seen just off the right of the screen) to route everything together. I like to keep it pretty simple.