On some gateways, DMZ host is a feature which allows the user to effectively foward all ports to one IP on the network, thereby exposing that computer to the outside network as if it was not being accessed through a gateway. This can be useful if you are running network applications which utilize many different ports and do not well document which ports are used, or if those ports must be used by many computers and the application will only be run briefly. It can also be used as a last ditch effort when you can't figure out why some God forsaken application won't play nice with your gateway and you absolutely have to run it.