On version 5.x via the IDM...the $ANY variable is 0.0.0.0-255.255.255.255.
I've never really found good documentation that describes the process. However, if you define more specific event variables they will match. So if you define your $INTERNAL and $DMZ address ranges, it should work as expected. i.e. if you use $ANY in an event filter rule it won't match addresses in that range.