it doesn't really matter until you start recording things - if you use your korg at some point you will want to record whats coming out of it into your computer. At that point, its best to not use your dj mixer, because it colours the sound.

But it doesn't matter all that much. Great music has been made with rubbish equipment, if you're just starting out I'd just plug everything in the easiest way possible and have fun with it. Sound quality is something to worry about a little later on.