djay supports MP3s whether they’re on the internal or an external HD. If you don’t want to add them to iTunes, you can also just drag and drop the songs directly from Finder onto the decks.
By the way, you can also add your songs to iTunes but still keep the actual files on the external HD.
start iTunes
open Preferences > Advanced
disable “Copy files to iTunes media folder…”
Now, any songs you add to iTunes will remain where they are and iTunes will basically just save a reference to it.