Yes DMA should be turned on. The reason that Windows leaves it off is because earlier machines had some problems with DMA. You will really see the differnt when transfering file accoss HDD driver
Example; Transfering data off a old 6Gb Hdd onto a new seagate
DMA off - >30 mins, and the machine was slugish, could see the screen redrawing
DMA on - 7 mins, could hardly tell 🙂