DJ Software programs such as PCDJ DEX 2 and RED Mobile 2 are designed to support headphone cueing (pre-fade listening). In order to accomplish headphone cueing you need to either use an external USB or Firewire Sound Card designed for DJ use, or a DJ Controller with a Sound Card (I/O interface) built right in.
USB (or Firewire) Sound cards designed for professional DJs have a minimum or 2 stereo outputs, and typically include RCA connections (or 1/4 inch) for higher quality connection and low ground noise. Many like the Electrix Ebox 44 also include 2 stereo inputs with phono pre-amps, allowing for Digital Vinyl Control (DVS). PCDJ DEX 2 supports the Ms Pinky and Torq Vinyl, so so the Electrix Ebox 44 is a great choice.
Here's an excellent video review of the Electrix Ebox 44 USB Sound Card by Kareem Julian: