hi,
Don't trust the PDM, it will give you unreliable data until you refresh it.
You can check the status of the link through the CLI. You can use the PDM to check that as well:
Go to TOOLS>Command line interface.
On the command field type show interface e2 (assuming that e2 is the dmz you want to check), it will come back with the interface's statistics. The first line is the one that you care, it should tell you if it is on, and the link protocol.
Anyway, if you believe that the interface is down, try this again on the CLI:
interface e2 auto, this will set the speed and duplex negotiation to automatic, at the same time the interface becomes active. If you still get that the line protocol is down, you might be using an incorrect cable.
Aaron