Question: What is DMZ?
DMZ stands for Demilitarized Zone. This feature allows one IP address to be exposed to the Internet. DMZ allows only one computer to be exposed when multiple TCP/IP ports need to be open. If you want to use DMZ, you must set your computer with a static IP.
In a way, you are bypassing the whole purpose of using the router, however since you asked the question, I will attempt to answer it with of example of why I used it once.
I had a client that needed to be able to run a Videoconference on his computer. To get him working, I set up a static address on his computer, along with the router address and subnet. I used an address that was not going to be dynamically assigned because of the number of computers connected to his router. Obviuosly, if you have 2 computers connected to the router -eg 192.168.1.100, and 192.168.1.101, I knew that I could safely use 192.168.1.110 as his static address.
On the router, I programmed in 192.168.1.110 as the DMZ address . When the client tried to connect to him by Videoconference, he used the ISP assigned address, that was forwarded to his DMZ address and he could connect.
Your steps:(you will need to substitute the right IP values in from your manual)
On your computer, you need to set-up the static IP address, Default gateway, subnet mask.
On the router, you need to type the static IP address that you set up on your computer into the DMZ section of your router configuration.
After that, tell your friend what IP address that the ISP assigned to you, and hopefully he/she will be able to connect if everything was done correctly.
Good-luck, and post regardless of the result.