ALL places that have ANY kind of entertainment be it karaoke, dj, live band (cover music), radio background, television broadcasts, jukebox, stereo, etc....are required to pay these fees to the proper agency which generally is BMI, ASCAP & SESAC. Those who don't are at possible risk of losing their liquor license & business license on top of some pretty hefty fees. These are to be paid by the club, NOT the kj, dj or anyone else. But be aware that you as a kj COULD (probably wouldn't happen but the possibility IS there) be prosecuted for performing in an unlicensed club along with the owner if these fees aren't paid.
Here is an address (PROVIDED IT DOESN"T GET DELETED) of BMI explaining what needs to be paid & how much. This is just for BMI mind you.
http://www.bmi.com/licensing/forms/ede.pdf
Here is some info from ASCAP too.
http://www.ascap.com/licensing/pdfs/IMLAbrochure.pdf