The DPM is basically only for jump starting your main battery and they want all loads connected to your main battery. If you want to connect to the Aux battery then you should use the dual battery current control system. It's basically the same kit with out the DPM controller but it has a switch you can select only the main battery, both batteries only when running or both batteries all the time. This system allows you to connect a winch, stereo etc.. Wrangler has a similar kit (that's the one I have) and works great.
http://www.painlessperformance.com/webcatalog/lv.php?sl=40103