Hello,
It would definatly help to see what you have for configs but I'll try to ask a few questions.
First off which version of 7.x are you running. Secondy are you running pim in densemode or sparsemode on your layer 3 switch.
If your running sparse-mode is its sparse-dense or just sparse if you running sparse dense are you running a Rendevouz Point on your layer three switch.
Things you need to configure on your PIX. If your running an RP you need to configure your PIX with the RP address. Secondayly you need to enable pim on your DMZ and Inside interfaces. Third depending on how your rules are setup you need to create rules on your DMZ to allow the PIM requests into the DMZ interfac.
Useful commands on the PIX include
show mroute
show pim interface
show pim neighbors
show pim traffic
Useful commands on your L3 switch if Cisco.
Show ip mroute
show ip pim neighbors
show ip mroute traffic
If you could post the results of these show commands we can help a little more.
Patrick