You certainly need to configure the link between the router and the switch as a trunk.
On the router, You will indeed have to configure one subinterface for each DMZ.
I would recommended dot1q for the encapsulation, as ISL is probably not supported anymore on most equipment.
Hope this helps,
Harold Ritter
Sr Technical Leader
CCIE 4168 (R&S, SP)
harold@cisco.com
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