Which app or how did you search there. Because on many file explorers there's nothing shown in the data folder because they don't use root.
Download DroidExplorer on your PC (windows only I think) and set it up. Explore the data folder now, see if anything related to DJ is there.
If not just look around in all the different possible locations. I think I saw something for Angry Birds once in my SD card storage so have a good look around there?
Just remember they use weird file names to store data, from what I remember it makes no sense either. And if you do find it you may have a hard time opening it, depending on how it is set up.
Sent from my Nexus S using XDA App