Probably the best walkthrough for setting up a nicely functional iptables setup is at [/url]http://www.iptablesrocks.org/ which is part of "The Rocks Project." You'll find several very useful config walkthroughs at [url=http://www.rocksproject.org/]http://www.rocksproject.org/. What most people are really looking for when they say the want a DMZ is actually a NAT setup, so more specific info would be very helpful. Rather than setting up a DMZ, it's usually a lot more practical and sane to just do port forwarding for _only_ the ports/services you need.
Hope this helps!