Hey Vengine,
Could you please give me your computers full specs? Also do you have any other USB devices connected apart from the DDJ-SX?
It sounds to me like you may need to re-install the DDJ-SX drivers.
If you are going to try this I would recommend removing the installed drivers first. If you open control panel (make sure you select "all control panel options"), then open "programs and features", scroll down to "Pioneer DDJ_SX Driver" and uninstall this.
The try following this link here and downloading and installing the latest drivers for the DDJ-SX:
pioneerdj.com
Once that is done try plugging in the DDJ-SX and running Serato DJ again. If you are still having no luck you might want to try it with another USB port as well.
Let me know how you go,
Cheers, Sam