That's correct. In "DMZ" mode, the designated host (the one who own's the IP address you enter into the router as the "DMZ" machine) should be totally exposed to the outside (The Internet) as if it's directly connected to the cable/dsl modem.
There are a limited number of ports available for forwarding, but if posible, opening a few ports is more desirable than hanging your machine out in the sharkpool with no protection.
SO, the options are: forward the specific ports OR put the machine in the DMZ. If the machine is in the DMZ, all traffic/all ports are already being sent to the machine.
FWIW
Scott