If you have a friend who is dying to play this game and you just can't bear giving it to him/her, you can share it over the internet!
How does it work, you ask?
By utilizing a USB-to-network bridge such as
USB-over-Network.com - Downloads and some clever use of VPN.
In short words:
You set up the "Server" program on the computer which will hold the USB key, and the "Client" program on the computer that is going to be playing without having the USB key.
After that, you set up a VPN connection between the two computers (there are many guides, google) - some popular programs are Wippien and Hamachi. After the computers are connected, simply establish connection on the USB-over-Network software (picture below

and connect the device.
You're done, now you can play DJMAX whenever you want, and your friend can play it when you're not playing and while your PC is turned on. All he has to do is install it and launch normally.
I installed this on a separate file server which is always turned on, and can now play on both my laptop and regular computer without switching the dongle. And because I use Wippien to connect to my home network when I'm gone, I can play this at school, friends house and so on, anywhere where there is an internet connection.
Real-world test:
If you're playing over your own LAN or Wifi (ie the USB key is somewhere in your house) there is no noticeable delay at all, it works just like having the key plugged into your computer.
When I tried the most horrible conditions I could imagine, through a 3G connection, loading times got pretty steep. About 2-3 minutes was required to start the game, and additional 30-40 seconds after every song end. But that is very bad conditions, ping was >150ms. Regular connections would be much faster, and it's still not unplayable at all.
Some notes:
- You
can't play simultaneously.
- You
can play online
Ideas, comments, suggestions? Go for it! I know this isn't exactly a guide, but it's late.
If you're completely lost, post here and I'll try to help in the morning.