DMZ pretty much tells the router to forward any incoming connections to the specified address, which pretty much in turn, turns off the "hardware firewall" for said address (not the whole network, just the specified IP address), though it's harmless for console/handheld systems as they cant receive possible virii and the sort that a PC would unprotected.
I use it for my PS2 so I can host my own games online without having to do any of the manual port-forwarding crap for the 10+ games I use online with it.
I use it for my PS2 so I can host my own games online without having to do any of the manual port-forwarding crap for the 10+ games I use online with it.