You are correct that the out should be hooked up to the RCA L/R line outs, with a RCA > 1/4" mono converter to get to your monitor speaker cable. With DP-01FX you have to have the master slider turned up to hear signal on playback or through the line out.
Make sure you have signal, by seeing the levels move on the monitor display, and the master is up. If you have a 1/8" stereo out that is a Y into to 1/8" or 1/4" you can run the headphone out line to the monitors.
The odd thing is with the 1/4" stereo line ins, I can't find a volume control. So when I run a drum machine in it is a full volume and really loud. If I run stereo tracks in the L and R input and record the drums it is fine because I can adjust the volume, but not with the stereo line in that is just pass through to the monitors.
The other thing is to export to your ipod or a CD, you need to record a master track, which is cool if you lay down a bunch of stuff, then convert to a WAV, export to PC or MAC, then to MP3. It sounds great, just takes a couple of times to get used to the way it works.