They dont recommend normal mud due to it can mold and deteriorate.

From the specification sheet:

15. Should I tape the joints? If so, what kind of tape should I use with DensShield Tile Backer? Yes. Apply a self adhesive 2" (51 mm) wide fiberglass mesh tape over all joints and corners. This is the same type of tape used for taping cement board joints. Then, embed the tape with the same material used to set tiles. Do not use all-purpose or setting type drywall compounds. Pull tile setting materials tightly over the joint to reduce crown in the joint area. Allow tile setting material to dry prior to setting the tiles.

PDF link

http://www.google.com/url?sa=t&rct=j&q=&esrc=s&frm=1&source=web&cd=3&cad=rja&uact=8&sqi=2&ved=0CCkQFjAC&url=http%3A%2F%2Fwww.buildgp.com%2FDocumentViewer.aspx%3Frepository%3DBP%26elementid%3D6876&ei=ihnaVPS-K4mHyQSC8YKIAw&usg=AFQjCNGaSB87hd13XD9e3bgy8JSBMTrXmw