Hi, I've only just got my 404... I've read the manual and all is good except that when I'm recording samples from my CDJ's via my Pioneer 500 mixer to the memory card the volume is extremely low
I'm connecting the equipment using a phono lead from the Pioneer master out to the SP-404 line in.
If I whack the levels up on the Pioneer so that its pushing the limits and have the volume on the Roland adjusted to full then I get a what would be a normal volume but I shouldn't need to do that should I ???
Can anyone advise?

You could try recording directly from the CD players, without using the mixer. If that works ok, then there is either something wrong with your mixer or the volume settings. Maybe you have just set your amplifier way too high in volume so you have developed a habit of keeping volumes low on the mixer?
What exactly do you mean by "pushing it to the limits" ? If the signal you want to record reaches or goes slightly beyond the 0dB mark on your master meters, it should be alright.

EDIT:

Judging from this picture
http://www.audiorents.com/photos/front/djm600b-01-09bfe608b86b5087408a07319164bc96.jpg
the DJM-500 can output up to +14dB. Speaking in normal home stereo terms, that's INCREDIBLY loud. For example, every 6dB more (than 0, for instance) means double the volume, so +14dB would be more than four times the standard line level volume. The mixer can do that because it's designed for clubs, where the PA system's inputs can take a lot more volume than your average home stereo. For your sampling problem it means that IF you push the mixer to that limit, it should very well overdrive the SP-404's inputs already. If it doesn't, there is something wrong.

That said, I'm jealous of your mixer. I only ever heard good about them, I want one and some turntables and lots of vinyl so I could DJ like I did when I was a kid (only had crap equipment back then and no money for lots of vinyl).

have you got the SP's input level set to max? (hilight the external button and then hit start/end/level and turn the right knob to full)

also, there is usually a hidden gain adjuster on DJ mixers after the final master knob that can be turned down so that stupid DJs dont clip the sound.. check the mixer's manual and see if that secret gain control is set OK.