Reply to Record mix with Audacity

Been trying to figure out what I'm doing wrong. When I play back my recording, I hear everything going on - the mix, me pressing the cue button my CDJs, etc. Wtf?! Also, when I try to save the mix, I can't. I downloaded the LAME program. Just can't seem to get anything to work. The tutorials I've all watched don't use the same version of Audacity I'm using (latest version). Any clue of what I'm doing wrong? Setup: 2 CDJ 900s and Xone DB2. Y-cable coming out of Record Out in back of mixer going into Mic out in my Mac.